+50.1%
TMUS vs THC
+264.0%
-213.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +9.5% | +8.8% | +0.7% | +8.3% |
| 30D | +13.8% | +10.0% | +3.8% | +12.4% |
| 3M | -4.6% | +11.7% | -16.2% | -6.0% |
| 6M | -11.7% | +52.5% | -64.2% | -16.7% |
| YTD | -15.4% | +46.1% | -61.5% | -20.0% |
| 1Y | -16.1% | +49.1% | -65.2% | -21.0% |
| 3Y | +20.5% | +439.6% | -419.2% | -6.9% |
| All | +50.1% | +264.0% | -213.9% | +20.4% |
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