+317.8%
TMUS vs UMC
+1,867.9%
-1,550.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.0% | -6.4% | -2.7% |
| 7D | -5.3% | +13.6% | -18.9% | -6.3% |
| 30D | +0.1% | +20.8% | -20.7% | -1.5% |
| 3M | -0.6% | +16.1% | -16.8% | -3.1% |
| 6M | -17.5% | +137.3% | -154.8% | -25.8% |
| YTD | -11.3% | +193.8% | -205.0% | -22.6% |
| 1Y | -25.4% | +236.1% | -261.5% | -36.0% |
| 3Y | +35.5% | +267.1% | -231.6% | +13.4% |
| 5Y | +41.9% | +145.3% | -103.4% | +22.2% |
| 10Y | +317.8% | +1,857.3% | -1,539.5% | +138.5% |
| All | +317.8% | +1,867.9% | -1,550.1% | +138.5% |
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