+41.0%
TMUS vs U
-66.8%
+107.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +0.7% |
| 7D | +3.6% | +36.6% | -33.0% | +2.7% |
| 30D | -3.4% | +13.3% | -16.7% | -3.7% |
| 3M | -9.5% | +26.2% | -35.6% | -10.1% |
| 6M | -15.2% | +88.7% | -103.9% | -16.8% |
| YTD | -18.9% | +16.6% | -35.5% | -19.3% |
| 1Y | -17.7% | +29.0% | -46.7% | -18.6% |
| 3Y | +15.6% | +99.5% | -83.9% | +8.9% |
| All | +41.0% | -66.8% | +107.8% | +41.9% |
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