+290.8%
TMUS vs UL
+278.9%
+11.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +3.7% |
| 7D | +5.3% | +0.3% | +5.1% | +5.2% |
| 30D | +13.5% | +7.0% | +6.6% | +9.8% |
| 3M | -4.2% | +5.8% | -10.0% | -7.0% |
| 6M | -11.9% | +16.1% | -28.0% | -18.4% |
| YTD | -15.6% | +4.5% | -20.1% | -18.0% |
| 1Y | -16.8% | -1.3% | -15.5% | -17.0% |
| 3Y | +20.8% | +35.0% | -14.2% | +0.9% |
| 5Y | +48.0% | +31.9% | +16.1% | +21.7% |
| 10Y | +234.7% | +99.3% | +135.5% | +104.2% |
| All | +290.8% | +278.9% | +11.9% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling