+51.8%
TMUS vs U
-73.3%
+125.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.9% | -0.8% |
| 7D | +4.9% | +2.6% | +2.3% | +4.8% |
| 30D | +7.7% | +27.6% | -19.9% | +7.0% |
| 3M | -6.8% | +15.3% | -22.1% | -7.2% |
| 6M | -9.7% | +96.4% | -106.1% | -11.5% |
| YTD | -15.0% | +19.6% | -34.5% | -15.4% |
| 1Y | -19.1% | +42.1% | -61.2% | -20.3% |
| 3Y | +21.4% | +87.5% | -66.1% | +14.9% |
| All | +51.8% | -73.3% | +125.1% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling