+153.3%
TMUS vs TW
+287.8%
-134.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.7% | +4.0% |
| 7D | +5.3% | +3.4% | +1.9% | +4.3% |
| 30D | +13.5% | +15.5% | -1.9% | +9.0% |
| 3M | -4.2% | +25.1% | -29.4% | -10.4% |
| 6M | -11.9% | +18.2% | -30.1% | -16.5% |
| YTD | -15.6% | +19.7% | -35.3% | -20.8% |
| 1Y | -16.8% | +18.1% | -34.9% | -21.6% |
| 3Y | +20.8% | +40.5% | -19.7% | +5.8% |
| 5Y | +48.0% | +37.1% | +10.9% | +28.8% |
| All | +153.3% | +287.8% | -134.5% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling