+38.8%
TMUS vs TW
+21.9%
+16.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.7% |
| 7D | -0.3% | -3.5% | +3.2% | +0.4% |
| 30D | +3.1% | +0.5% | +2.6% | +3.0% |
| 3M | +2.4% | +4.9% | -2.5% | +1.4% |
| 6M | -17.1% | -17.1% | 0.0% | -14.1% |
| YTD | -9.1% | -3.9% | -5.2% | -8.8% |
| 1Y | -23.6% | -13.3% | -10.4% | -21.6% |
| 3Y | +38.8% | +20.9% | +17.9% | +35.8% |
| All | +38.8% | +21.9% | +16.9% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling