+237.8%
TMUS vs URA
+266.3%
-28.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | +4.9% | -1.5% | +6.4% | +5.1% |
| 30D | +7.7% | -10.4% | +18.1% | +8.8% |
| 3M | -6.8% | -29.6% | +22.8% | -3.7% |
| 6M | -9.7% | -40.3% | +30.6% | -5.1% |
| YTD | -15.0% | -25.5% | +10.5% | -14.7% |
| 1Y | -19.1% | -26.4% | +7.3% | -18.9% |
| 3Y | +21.4% | +31.4% | -10.0% | +5.9% |
| 5Y | +51.2% | +28.6% | +22.6% | +28.9% |
| All | +237.8% | +266.3% | -28.5% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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