+291.7%
TMUS vs UMC
+691.2%
-399.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | +9.5% | -8.3% | +17.8% | +10.7% |
| 30D | +13.8% | -34.5% | +48.3% | +21.4% |
| 3M | -4.6% | -20.0% | +15.4% | -2.4% |
| 6M | -11.7% | -0.7% | -10.9% | -15.7% |
| YTD | -15.4% | +94.7% | -110.1% | -30.5% |
| 1Y | -16.1% | +106.0% | -122.1% | -32.0% |
| 3Y | +20.5% | +124.3% | -103.8% | -6.2% |
| 5Y | +48.7% | +78.0% | -29.2% | +18.3% |
| 10Y | +240.8% | +1,225.9% | -985.1% | +53.4% |
| All | +291.7% | +691.2% | -399.5% | +75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling