+317.8%
TMUS vs UL
+65.2%
+252.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.8% |
| 7D | -5.3% | -3.2% | -2.1% | -4.1% |
| 30D | +0.1% | -0.6% | +0.7% | +0.3% |
| 3M | -0.6% | +9.4% | -10.1% | -3.8% |
| 6M | -17.5% | -4.1% | -13.4% | -16.5% |
| YTD | -11.3% | -2.0% | -9.3% | -10.9% |
| 1Y | -25.4% | -9.0% | -16.4% | -23.1% |
| 3Y | +35.5% | +21.8% | +13.7% | +24.4% |
| 5Y | +41.9% | +20.6% | +21.3% | +28.8% |
| 10Y | +317.8% | +67.7% | +250.1% | +265.2% |
| All | +317.8% | +65.2% | +252.6% | +265.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling