+42.0%
TMUS vs U
-68.9%
+110.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.4% |
| 7D | +0.1% | -3.8% | +3.9% | +0.2% |
| 30D | +5.3% | +17.5% | -12.2% | +4.8% |
| 3M | +3.1% | +38.7% | -35.6% | +2.1% |
| 6M | -16.5% | +104.4% | -120.9% | -18.3% |
| YTD | -9.2% | -5.7% | -3.5% | -9.0% |
| 1Y | -26.5% | +3.7% | -30.2% | -26.9% |
| 3Y | +39.0% | +12.3% | +26.7% | +34.8% |
| All | +42.0% | -68.9% | +110.9% | +40.7% |
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