+272.0%
TMUS vs THC
+901.6%
-629.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.2% |
| 7D | +9.0% | +5.9% | +3.2% | +8.1% |
| 30D | -3.2% | +10.8% | -14.0% | -4.8% |
| 3M | -6.9% | +9.4% | -16.3% | -8.3% |
| 6M | -16.4% | +53.3% | -69.7% | -22.2% |
| YTD | -19.6% | +44.2% | -63.8% | -24.8% |
| 1Y | -19.9% | +37.3% | -57.2% | -24.6% |
| 3Y | +14.5% | +421.6% | -407.1% | -14.3% |
| 5Y | +37.7% | +279.8% | -242.1% | +4.5% |
| 10Y | +242.2% | +1,513.9% | -1,271.6% | +73.4% |
| All | +272.0% | +901.6% | -629.6% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling