+320.5%
TMUS vs RF
+57.8%
+262.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.4% |
| 7D | +0.1% | +1.3% | -1.2% | -0.2% |
| 30D | +5.3% | -3.6% | +8.9% | +6.0% |
| 3M | +3.1% | +8.1% | -5.0% | +1.5% |
| 6M | -16.5% | +11.5% | -27.9% | -18.5% |
| YTD | -9.2% | +15.6% | -24.7% | -12.3% |
| 1Y | -26.5% | +15.7% | -42.2% | -29.2% |
| 3Y | +39.0% | +86.9% | -47.9% | +18.6% |
| 5Y | +40.4% | +89.8% | -49.4% | +17.0% |
| 10Y | +303.7% | +344.7% | -41.0% | +163.2% |
| All | +320.5% | +57.8% | +262.7% | +267.2% |
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 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