+155.2%
TMUS vs TW
+301.3%
-146.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.9% |
| 7D | +4.9% | +3.9% | +1.0% | +3.8% |
| 30D | +7.7% | +19.9% | -12.2% | +2.3% |
| 3M | -6.8% | +25.9% | -32.7% | -12.9% |
| 6M | -9.7% | +21.1% | -30.8% | -15.0% |
| YTD | -15.0% | +23.9% | -38.9% | -21.0% |
| 1Y | -19.1% | +21.2% | -40.4% | -24.4% |
| 3Y | +21.4% | +44.8% | -23.4% | +5.4% |
| 5Y | +51.2% | +41.4% | +9.8% | +30.4% |
| All | +155.2% | +301.3% | -146.2% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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