+43.0%
TMUS vs TGT
-21.7%
+64.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.2% |
| 7D | -0.3% | -0.6% | +0.4% | -0.2% |
| 30D | +3.1% | +9.5% | -6.4% | +2.0% |
| 3M | +2.4% | +32.3% | -29.8% | -0.8% |
| 6M | -17.1% | +37.0% | -54.1% | -20.1% |
| YTD | -9.1% | +71.0% | -80.1% | -14.5% |
| 1Y | -23.6% | +85.0% | -108.6% | -28.8% |
| 3Y | +38.8% | +46.8% | -8.0% | +28.8% |
| 5Y | +43.0% | -22.7% | +65.7% | +48.0% |
| All | +43.0% | -21.7% | +64.6% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling