-21.2%
TMUS vs UMC
+112.5%
-133.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +2.9% |
| 7D | +7.5% | -14.7% | +22.2% | +5.9% |
| 30D | -3.3% | -32.9% | +29.5% | -6.5% |
| 3M | -9.7% | -22.2% | +12.5% | -11.6% |
| 6M | -17.2% | +25.9% | -43.1% | -19.8% |
| YTD | -20.3% | +107.9% | -128.3% | -23.1% |
| 1Y | -21.2% | +115.0% | -136.2% | -24.3% |
| All | -21.2% | +112.5% | -133.7% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling