+38.8%
TMUS vs ONON
-6.6%
+45.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.2% |
| 7D | -0.3% | -1.7% | +1.4% | -0.2% |
| 30D | +3.1% | -27.4% | +30.5% | +3.9% |
| 3M | +2.4% | -26.5% | +28.9% | +3.2% |
| 6M | -17.1% | -34.2% | +17.1% | -16.3% |
| YTD | -9.1% | -41.3% | +32.3% | -8.1% |
| 1Y | -23.6% | -39.7% | +16.0% | -22.9% |
| 3Y | +38.8% | -7.8% | +46.7% | +37.0% |
| All | +38.8% | -6.6% | +45.5% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 3y: compounded portfolio wealth divided by compounded ONON 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…
3y analysis · Full analysis span regression · 6 months rolling