+46.8%
TMUS vs ONON
-24.2%
+71.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.3% |
| 7D | -5.3% | -3.5% | -1.9% | -5.1% |
| 30D | +0.1% | -30.8% | +30.9% | +2.2% |
| 3M | -0.6% | -29.8% | +29.2% | +1.4% |
| 6M | -17.5% | -34.8% | +17.3% | -15.7% |
| YTD | -11.3% | -42.3% | +31.0% | -8.7% |
| 1Y | -25.4% | -39.5% | +14.1% | -23.6% |
| 3Y | +35.5% | -9.3% | +44.8% | +32.1% |
| All | +46.8% | -24.2% | +71.0% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling