+42.0%
TMUS vs RF
+89.8%
-47.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.4% |
| 7D | +0.1% | +1.3% | -1.2% | -0.1% |
| 30D | +5.3% | -3.6% | +8.9% | +5.8% |
| 3M | +3.1% | +8.1% | -5.0% | +2.0% |
| 6M | -16.5% | +11.5% | -27.9% | -17.8% |
| YTD | -9.2% | +15.6% | -24.7% | -11.3% |
| 1Y | -26.5% | +15.7% | -42.2% | -28.3% |
| 3Y | +39.0% | +86.9% | -47.9% | +23.0% |
| All | +42.0% | +89.8% | -47.8% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling