+42.0%
TMUS vs OMC
+33.9%
+8.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -2.9% |
| 7D | +0.1% | -6.4% | +6.5% | +1.5% |
| 30D | +5.3% | +1.1% | +4.1% | +4.9% |
| 3M | +3.1% | +10.4% | -7.3% | +0.9% |
| 6M | -16.5% | -1.7% | -14.7% | -16.4% |
| YTD | -9.2% | +4.4% | -13.6% | -10.6% |
| 1Y | -26.5% | +8.4% | -34.9% | -28.4% |
| 3Y | +39.0% | +14.4% | +24.6% | +31.5% |
| All | +42.0% | +33.9% | +8.1% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded OMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling