+22.5%
TMUS vs S
-48.9%
+71.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.0% | -3.9% | +3.7% |
| 7D | +5.3% | +1.6% | +3.8% | +5.2% |
| 30D | +13.5% | -10.5% | +24.0% | +14.0% |
| 3M | -4.2% | +9.9% | -14.1% | -5.2% |
| 6M | -11.9% | +41.8% | -53.7% | -14.2% |
| YTD | -15.6% | +56.8% | -72.4% | -18.5% |
| 1Y | -16.8% | +39.0% | -55.8% | -19.2% |
| 3Y | +20.8% | +53.8% | -33.0% | +13.8% |
| 5Y | +48.0% | -68.6% | +116.6% | +47.3% |
| All | +22.5% | -48.9% | +71.4% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling