+320.5%
TMUS vs UL
+265.2%
+55.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.4% |
| 7D | +0.1% | -1.3% | +1.4% | +0.8% |
| 30D | +5.3% | +0.5% | +4.8% | +5.0% |
| 3M | +3.1% | +17.6% | -14.5% | -5.1% |
| 6M | -16.5% | -5.4% | -11.1% | -14.5% |
| YTD | -9.2% | +0.7% | -9.9% | -10.1% |
| 1Y | -26.5% | -9.3% | -17.2% | -23.4% |
| 3Y | +39.0% | +24.5% | +14.5% | +21.1% |
| 5Y | +40.4% | +23.2% | +17.2% | +19.7% |
| 10Y | +303.7% | +64.5% | +239.2% | +176.3% |
| All | +320.5% | +265.2% | +55.3% | +58.5% |
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