+50.2%
TMUS vs ONON
-20.9%
+71.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.4% |
| 7D | +0.1% | -3.0% | +3.1% | +0.3% |
| 30D | +5.3% | -26.7% | +32.0% | +7.1% |
| 3M | +3.1% | -25.3% | +28.4% | +4.8% |
| 6M | -16.5% | -35.3% | +18.8% | -14.5% |
| YTD | -9.2% | -39.8% | +30.6% | -6.8% |
| 1Y | -26.5% | -39.2% | +12.7% | -24.7% |
| 3Y | +39.0% | -4.2% | +43.3% | +35.0% |
| All | +50.2% | -20.9% | +71.2% | +41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling