+43.0%
TMUS vs UL
+22.5%
+20.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -0.3% | -1.3% | +1.0% | +0.2% |
| 30D | +3.1% | +0.9% | +2.2% | +2.8% |
| 3M | +2.4% | +14.2% | -11.8% | -1.5% |
| 6M | -17.1% | -3.2% | -13.9% | -16.4% |
| YTD | -9.1% | -0.3% | -8.7% | -9.1% |
| 1Y | -23.6% | -8.8% | -14.8% | -21.8% |
| 3Y | +38.8% | +23.9% | +15.0% | +30.7% |
| 5Y | +43.0% | +21.4% | +21.6% | +32.3% |
| All | +43.0% | +22.5% | +20.5% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling