+42.0%
TMUS vs THC
+250.3%
-208.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.0% | -3.5% |
| 7D | +0.1% | -0.7% | +0.7% | +0.1% |
| 30D | +5.3% | +1.3% | +4.0% | +5.0% |
| 3M | +3.1% | +64.2% | -61.1% | -3.4% |
| 6M | -16.5% | +8.3% | -24.7% | -17.7% |
| YTD | -9.2% | +33.4% | -42.5% | -13.0% |
| 1Y | -26.5% | +37.7% | -64.2% | -30.0% |
| 3Y | +39.0% | +236.8% | -197.8% | +15.1% |
| All | +42.0% | +250.3% | -208.3% | +14.5% |
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