+237.8%
TMUS vs UMC
+1,272.7%
-1,035.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.5% |
| 7D | +4.9% | +11.2% | -6.3% | +4.2% |
| 30D | +7.7% | -28.0% | +35.7% | +9.7% |
| 3M | -6.8% | -20.5% | +13.7% | -6.1% |
| 6M | -9.7% | -1.6% | -8.1% | -12.3% |
| YTD | -15.0% | +99.4% | -114.3% | -24.1% |
| 1Y | -19.1% | +120.4% | -139.5% | -28.7% |
| 3Y | +21.4% | +134.2% | -112.8% | +4.8% |
| 5Y | +51.2% | +78.8% | -27.7% | +32.1% |
| All | +237.8% | +1,272.7% | -1,035.0% | +104.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling