+272.0%
TMUS vs RF
+47.3%
+224.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.3% |
| 7D | +9.0% | -1.6% | +10.7% | +9.4% |
| 30D | -3.2% | +5.0% | -8.2% | -4.2% |
| 3M | -6.9% | -10.0% | +3.1% | -4.9% |
| 6M | -16.4% | +3.3% | -19.8% | -17.1% |
| YTD | -19.6% | +7.9% | -27.6% | -21.3% |
| 1Y | -19.9% | +21.2% | -41.1% | -23.5% |
| 3Y | +14.5% | +105.8% | -91.3% | -4.1% |
| 5Y | +37.7% | +43.7% | -6.0% | +21.9% |
| 10Y | +242.2% | +289.4% | -47.2% | +129.5% |
| All | +272.0% | +47.3% | +224.6% | +229.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling