+296.2%
TMUS vs UMC
+729.1%
-432.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.3% |
| 7D | +6.5% | +17.8% | -11.3% | +3.6% |
| 30D | +11.3% | -29.6% | +40.9% | +17.2% |
| 3M | -2.9% | -18.4% | +15.5% | -1.0% |
| 6M | -10.5% | -0.1% | -10.4% | -14.6% |
| YTD | -14.4% | +104.0% | -118.4% | -30.3% |
| 1Y | -17.9% | +121.5% | -139.4% | -34.3% |
| 3Y | +21.9% | +135.0% | -113.2% | -5.8% |
| 5Y | +52.1% | +83.0% | -30.9% | +20.5% |
| 10Y | +242.4% | +1,312.7% | -1,070.3% | +52.2% |
| All | +296.2% | +729.1% | -432.9% | +76.1% |
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 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