+41.0%
TMUS vs RF
+42.5%
-1.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.2% |
| 3M | -9.5% | -8.9% | -0.6% | -8.3% |
| 6M | -15.2% | +2.3% | -17.5% | -15.4% |
| YTD | -18.9% | +7.6% | -26.5% | -20.0% |
| 1Y | -17.7% | +21.2% | -38.9% | -20.3% |
| 3Y | +15.6% | +108.5% | -92.9% | +0.3% |
| All | +41.0% | +42.5% | -1.5% | +32.0% |
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