+22.2%
TMUS vs USAR
-21.3%
+43.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.7% |
| 7D | +6.5% | +8.8% | -2.3% | +6.8% |
| 30D | +11.3% | -28.5% | +39.7% | +10.4% |
| 3M | -2.9% | -56.2% | +53.3% | -4.6% |
| 6M | -10.5% | -68.4% | +57.9% | -12.3% |
| YTD | -14.4% | -32.2% | +17.8% | -15.0% |
| 1Y | -17.9% | -52.3% | +34.4% | -18.7% |
| All | +22.2% | -21.3% | +43.5% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling