+41.0%
TMUS vs THC
+274.4%
-233.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | +3.6% | +3.7% | -0.1% | +3.0% |
| 30D | -3.4% | +9.0% | -12.4% | -4.5% |
| 3M | -9.5% | +10.4% | -19.9% | -10.7% |
| 6M | -15.2% | +45.7% | -60.8% | -19.5% |
| YTD | -18.9% | +42.6% | -61.5% | -23.1% |
| 1Y | -17.7% | +38.8% | -56.5% | -21.8% |
| 3Y | +15.6% | +418.8% | -403.2% | -10.0% |
| All | +41.0% | +274.4% | -233.4% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling