-22.9%
TMUS vs UMC
+238.8%
-261.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.6% | +3.1% |
| 7D | +0.4% | +9.0% | -8.6% | +1.0% |
| 30D | +3.5% | +17.2% | -13.7% | +4.6% |
| 3M | -1.3% | +11.4% | -12.7% | -1.2% |
| 6M | -13.6% | +137.5% | -151.1% | -12.6% |
| YTD | -8.8% | +193.1% | -201.9% | -6.5% |
| 1Y | -22.9% | +240.3% | -263.2% | -21.1% |
| All | -22.9% | +238.8% | -261.7% | -21.1% |
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