+777.4%
TMUS vs URA
-51.6%
+829.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | +0.1% |
| 7D | +3.6% | -4.1% | +7.7% | +4.3% |
| 30D | -3.4% | -19.0% | +15.6% | 0.0% |
| 3M | -9.5% | -25.1% | +15.7% | -5.4% |
| 6M | -15.2% | -44.5% | +29.3% | -6.8% |
| YTD | -18.9% | -24.3% | +5.4% | -18.1% |
| 1Y | -17.7% | -28.1% | +10.4% | -16.3% |
| 3Y | +15.6% | +40.7% | -25.0% | -4.8% |
| 5Y | +38.9% | +35.5% | +3.4% | +11.0% |
| 10Y | +245.3% | +281.2% | -35.9% | +79.5% |
| All | +777.4% | -51.6% | +829.0% | +754.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling