+15.6%
TMUS vs URA
+36.0%
-20.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | +1.2% |
| 7D | +3.6% | -4.1% | +7.7% | +3.3% |
| 30D | -3.4% | -19.0% | +15.6% | -4.5% |
| 3M | -9.5% | -25.1% | +15.7% | -10.9% |
| 6M | -15.2% | -44.5% | +29.3% | -17.1% |
| YTD | -18.9% | -24.3% | +5.4% | -20.6% |
| 1Y | -17.7% | -28.1% | +10.4% | -19.4% |
| 3Y | +15.6% | +40.7% | -25.0% | +9.7% |
| All | +15.6% | +36.0% | -20.3% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling