-21.2%
TMUS vs UL
+1.7%
-22.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.3% | -0.2% | +1.6% |
| 7D | +7.5% | +4.7% | +2.8% | +5.4% |
| 30D | -3.3% | +11.6% | -14.9% | -7.4% |
| 3M | -9.7% | +5.3% | -15.0% | -11.6% |
| 6M | -17.2% | +16.0% | -33.3% | -21.6% |
| YTD | -20.3% | +5.0% | -25.3% | -20.8% |
| 1Y | -21.2% | +1.1% | -22.3% | -20.4% |
| All | -21.2% | +1.7% | -22.9% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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