+42.0%
TMUS vs URA
+128.0%
-86.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.2% | -3.5% |
| 7D | +0.1% | +1.1% | -1.0% | 0.0% |
| 30D | +5.3% | +7.4% | -2.1% | +4.8% |
| 3M | +3.1% | -8.4% | +11.5% | +3.6% |
| 6M | -16.5% | -12.7% | -3.7% | -16.1% |
| YTD | -9.2% | +7.8% | -17.0% | -11.0% |
| 1Y | -26.5% | +19.5% | -45.9% | -29.3% |
| 3Y | +39.0% | +116.4% | -77.4% | +20.1% |
| All | +42.0% | +128.0% | -86.0% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling