+41.9%
TMUS vs TW
+20.0%
+21.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -5.3% | -0.5% | -4.8% | -5.2% |
| 30D | +0.1% | -0.6% | +0.7% | +0.1% |
| 3M | -0.6% | +3.4% | -4.0% | -1.5% |
| 6M | -17.5% | -18.4% | +0.9% | -14.2% |
| YTD | -11.3% | -3.9% | -7.3% | -11.1% |
| 1Y | -25.4% | -13.3% | -12.1% | -23.6% |
| 3Y | +35.5% | +20.8% | +14.7% | +28.8% |
| 5Y | +41.9% | +20.3% | +21.6% | +33.6% |
| All | +41.9% | +20.0% | +21.9% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling