+320.5%
TMUS vs TGT
+350.2%
-29.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.7% | -3.5% |
| 7D | +0.1% | +0.8% | -0.7% | -0.2% |
| 30D | +5.3% | +12.2% | -6.9% | +1.5% |
| 3M | +3.1% | +33.8% | -30.7% | -5.8% |
| 6M | -16.5% | +39.3% | -55.8% | -24.9% |
| YTD | -9.2% | +72.9% | -82.0% | -23.9% |
| 1Y | -26.5% | +84.6% | -111.0% | -39.8% |
| 3Y | +39.0% | +46.2% | -7.2% | +14.9% |
| 5Y | +40.4% | -21.3% | +61.7% | +38.5% |
| 10Y | +303.7% | +213.5% | +90.2% | +109.0% |
| All | +320.5% | +350.2% | -29.7% | +66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling