+291.7%
TMUS vs TGT
+346.0%
-54.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.8% |
| 7D | +9.5% | +5.5% | +4.0% | +7.7% |
| 30D | +13.8% | +6.0% | +7.8% | +11.8% |
| 3M | -4.6% | +8.0% | -12.6% | -7.0% |
| 6M | -11.7% | +32.3% | -44.0% | -19.3% |
| YTD | -15.4% | +71.3% | -86.6% | -28.9% |
| 1Y | -16.1% | +86.8% | -103.0% | -31.6% |
| 3Y | +20.5% | +67.9% | -47.4% | -5.2% |
| 5Y | +48.7% | -25.1% | +73.8% | +49.6% |
| 10Y | +240.8% | +211.8% | +29.0% | +76.6% |
| All | +291.7% | +346.0% | -54.3% | +55.2% |
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