+240.8%
TMUS vs UL
+106.3%
+134.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +9.5% | +2.6% | +6.9% | +8.4% |
| 30D | +13.8% | +6.8% | +7.0% | +11.1% |
| 3M | -4.6% | +5.7% | -10.3% | -6.5% |
| 6M | -11.7% | +15.9% | -27.6% | -16.4% |
| YTD | -15.4% | +4.3% | -19.6% | -17.0% |
| 1Y | -16.1% | -0.4% | -15.7% | -16.4% |
| 3Y | +20.5% | +35.0% | -14.5% | +6.4% |
| 5Y | +48.7% | +31.6% | +17.2% | +30.5% |
| 10Y | +240.8% | +104.6% | +136.2% | +177.3% |
| All | +240.8% | +106.3% | +134.5% | +177.3% |
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