+237.8%
TMUS vs RF
+223.4%
+14.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.9% | -0.9% |
| 7D | +4.9% | +1.9% | +3.0% | +4.5% |
| 30D | +7.7% | +7.3% | +0.4% | +6.1% |
| 3M | -6.8% | -7.9% | +1.1% | -5.2% |
| 6M | -9.7% | +10.5% | -20.2% | -11.6% |
| YTD | -15.0% | +9.6% | -24.6% | -17.0% |
| 1Y | -19.1% | +20.3% | -39.4% | -22.7% |
| 3Y | +21.4% | +119.5% | -98.1% | -0.6% |
| 5Y | +51.2% | +48.2% | +3.0% | +32.6% |
| All | +237.8% | +223.4% | +14.4% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling