-19.1%
TMUS vs U
+33.7%
-52.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.9% | -0.2% |
| 7D | +4.9% | +2.6% | +2.3% | +5.2% |
| 30D | +7.7% | +27.6% | -19.9% | +10.4% |
| 3M | -6.8% | +15.3% | -22.1% | -5.2% |
| 6M | -9.7% | +96.4% | -106.1% | -2.4% |
| YTD | -15.0% | +19.6% | -34.5% | -10.7% |
| 1Y | -19.1% | +42.1% | -61.2% | -14.1% |
| All | -19.1% | +33.7% | -52.8% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling