+15.6%
TMUS vs RF
+104.8%
-89.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | +3.6% | -0.9% | +4.5% | +3.7% |
| 30D | -3.4% | +6.0% | -9.4% | -3.9% |
| 3M | -9.5% | -8.9% | -0.6% | -8.8% |
| 6M | -15.2% | +2.3% | -17.5% | -15.2% |
| YTD | -18.9% | +7.6% | -26.5% | -19.4% |
| 1Y | -17.7% | +21.2% | -38.9% | -19.1% |
| 3Y | +15.6% | +108.5% | -92.9% | +11.8% |
| All | +15.6% | +104.8% | -89.2% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling