+275.3%
TMUS vs UL
+275.4%
-0.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +2.2% |
| 7D | +3.6% | +1.1% | +2.4% | +3.0% |
| 30D | -3.4% | +8.2% | -11.6% | -7.2% |
| 3M | -9.5% | +4.5% | -14.0% | -11.5% |
| 6M | -15.2% | +12.6% | -27.7% | -20.3% |
| YTD | -18.9% | +3.5% | -22.5% | -20.9% |
| 1Y | -17.7% | -0.4% | -17.3% | -18.3% |
| 3Y | +15.6% | +36.0% | -20.3% | -3.8% |
| 5Y | +38.9% | +30.9% | +8.0% | +14.6% |
| 10Y | +245.3% | +97.5% | +147.7% | +111.4% |
| All | +275.3% | +275.4% | -0.2% | +39.4% |
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 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