+38.8%
TMUS vs UMC
+252.5%
-213.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | +0.2% |
| 7D | -0.3% | +6.6% | -6.9% | -0.1% |
| 30D | +3.1% | +16.6% | -13.4% | +3.4% |
| 3M | +2.4% | +11.0% | -8.6% | +1.9% |
| 6M | -17.1% | +131.3% | -148.4% | -19.4% |
| YTD | -9.1% | +182.5% | -191.6% | -12.8% |
| 1Y | -23.6% | +222.3% | -245.9% | -27.4% |
| 3Y | +38.8% | +253.0% | -214.2% | +25.9% |
| All | +38.8% | +252.5% | -213.7% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling