+234.7%
TMUS vs THC
+1,325.8%
-1,091.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.0% | +2.1% | +3.9% |
| 7D | +5.3% | +7.5% | -2.1% | +4.4% |
| 30D | +13.5% | +9.6% | +4.0% | +12.3% |
| 3M | -4.2% | +10.3% | -14.5% | -5.4% |
| 6M | -11.9% | +51.8% | -63.7% | -16.4% |
| YTD | -15.6% | +45.4% | -61.0% | -19.8% |
| 1Y | -16.8% | +40.8% | -57.6% | -20.7% |
| 3Y | +20.8% | +448.8% | -428.0% | -3.5% |
| 5Y | +48.0% | +263.4% | -215.3% | +20.9% |
| 10Y | +234.7% | +1,800.1% | -1,565.3% | +116.7% |
| All | +234.7% | +1,325.8% | -1,091.0% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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