+31.2%
TMUS vs USAR
-18.3%
+49.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.4% | -2.5% | +1.9% |
| 7D | +8.2% | +0.8% | +7.4% | +8.2% |
| 30D | +13.4% | -30.1% | +43.4% | +12.5% |
| 3M | -3.0% | -56.3% | +53.3% | -4.7% |
| 6M | -8.8% | -68.6% | +59.8% | -10.6% |
| YTD | -13.8% | -30.5% | +16.7% | -14.4% |
| 1Y | -17.1% | -53.5% | +36.4% | -17.9% |
| 3Y | +22.7% | -19.3% | +42.0% | +32.2% |
| All | +31.2% | -18.3% | +49.5% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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