+317.5%
TMUS vs TGT
+207.4%
+110.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.9% | +2.9% |
| 7D | +0.4% | -5.2% | +5.7% | +1.3% |
| 30D | +3.5% | +1.2% | +2.3% | +3.3% |
| 3M | -1.3% | +18.4% | -19.7% | -4.1% |
| 6M | -13.6% | +33.4% | -47.1% | -17.8% |
| YTD | -8.8% | +63.8% | -72.6% | -16.2% |
| 1Y | -22.9% | +77.2% | -100.0% | -30.1% |
| 3Y | +36.7% | +41.8% | -5.1% | +24.1% |
| 5Y | +46.6% | -25.5% | +72.1% | +49.2% |
| All | +317.5% | +207.4% | +110.2% | +224.6% |
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