-17.7%
TMUS vs S
+31.6%
-49.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +1.0% |
| 7D | +3.6% | -13.4% | +17.0% | +2.7% |
| 30D | -3.4% | -14.0% | +10.6% | -3.8% |
| 3M | -9.5% | +4.9% | -14.3% | -9.9% |
| 6M | -15.2% | +42.0% | -57.2% | -14.8% |
| YTD | -18.9% | +45.1% | -64.1% | -18.1% |
| 1Y | -17.7% | +33.1% | -50.8% | -16.7% |
| All | -17.7% | +31.6% | -49.3% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling