-19.1%
TMUS vs TW
+21.1%
-40.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.7% |
| 7D | +4.9% | +3.9% | +1.0% | +4.4% |
| 30D | +7.7% | +19.9% | -12.2% | +5.5% |
| 3M | -6.8% | +25.9% | -32.7% | -9.3% |
| 6M | -9.7% | +21.1% | -30.8% | -11.1% |
| YTD | -15.0% | +23.9% | -38.9% | -16.2% |
| 1Y | -19.1% | +21.2% | -40.4% | -19.8% |
| All | -19.1% | +21.1% | -40.2% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling