+275.3%
TMUS vs OMC
+186.4%
+88.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.3% |
| 7D | +3.6% | +6.3% | -2.7% | +0.7% |
| 30D | -3.4% | +15.4% | -18.7% | -9.6% |
| 3M | -9.5% | +5.8% | -15.2% | -12.1% |
| 6M | -15.2% | +14.7% | -29.9% | -21.0% |
| YTD | -18.9% | +10.3% | -29.2% | -24.6% |
| 1Y | -17.7% | +23.2% | -40.9% | -27.8% |
| 3Y | +15.6% | +24.6% | -9.0% | -3.0% |
| 5Y | +38.9% | +50.1% | -11.2% | +0.5% |
| 10Y | +245.3% | +54.3% | +191.0% | +117.0% |
| All | +275.3% | +186.4% | +88.9% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling