+51.8%
TMUS vs RF
+47.5%
+4.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.9% | -0.8% |
| 7D | +4.9% | +1.9% | +3.0% | +4.6% |
| 30D | +7.7% | +7.3% | +0.4% | +6.6% |
| 3M | -6.8% | -7.9% | +1.1% | -5.7% |
| 6M | -9.7% | +10.5% | -20.2% | -10.9% |
| YTD | -15.0% | +9.6% | -24.6% | -16.3% |
| 1Y | -19.1% | +20.3% | -39.4% | -21.6% |
| 3Y | +21.4% | +119.5% | -98.1% | +4.4% |
| All | +51.8% | +47.5% | +4.3% | +41.2% |
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