+52.1%
TMUS vs URA
+28.3%
+23.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.5% |
| 7D | +6.5% | +4.5% | +2.0% | +6.4% |
| 30D | +11.3% | -13.4% | +24.7% | +11.7% |
| 3M | -2.9% | -28.4% | +25.5% | -1.8% |
| 6M | -10.5% | -40.5% | +29.9% | -8.5% |
| YTD | -14.4% | -24.3% | +9.9% | -15.2% |
| 1Y | -17.9% | -28.8% | +10.9% | -18.2% |
| 3Y | +21.9% | +37.6% | -15.8% | +7.2% |
| 5Y | +52.1% | +30.7% | +21.4% | +33.7% |
| All | +52.1% | +28.3% | +23.8% | +33.7% |
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 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