+60.6%
TMUS vs U
-32.9%
+93.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.3% |
| 7D | +9.5% | +24.4% | -14.9% | +8.7% |
| 30D | +13.8% | +7.4% | +6.4% | +13.4% |
| 3M | -4.6% | +16.8% | -21.4% | -5.2% |
| 6M | -11.7% | +78.8% | -90.5% | -13.6% |
| YTD | -15.4% | +14.0% | -29.4% | -16.0% |
| 1Y | -16.1% | +16.7% | -32.9% | -17.0% |
| 3Y | +20.5% | +86.4% | -65.9% | +13.1% |
| 5Y | +48.7% | -71.5% | +120.2% | +51.5% |
| All | +60.6% | -32.9% | +93.5% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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