+237.8%
TMUS vs TGT
+206.3%
+31.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.7% |
| 7D | +4.9% | +2.6% | +2.3% | +4.4% |
| 30D | +7.7% | +4.7% | +3.0% | +6.9% |
| 3M | -6.8% | +4.6% | -11.3% | -7.6% |
| 6M | -9.7% | +34.9% | -44.5% | -14.1% |
| YTD | -15.0% | +70.9% | -85.9% | -22.4% |
| 1Y | -19.1% | +84.4% | -103.5% | -27.2% |
| 3Y | +21.4% | +69.1% | -47.7% | +6.4% |
| 5Y | +51.2% | -26.9% | +78.1% | +55.0% |
| All | +237.8% | +206.3% | +31.5% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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