+29.5%
TMUS vs USAR
-19.4%
+48.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.6% |
| 7D | +4.9% | -0.8% | +5.7% | +4.9% |
| 30D | +7.7% | -20.9% | +28.6% | +7.2% |
| 3M | -6.8% | -56.2% | +49.4% | -8.4% |
| 6M | -9.7% | -67.9% | +58.2% | -11.4% |
| YTD | -15.0% | -31.4% | +16.5% | -15.5% |
| 1Y | -19.1% | -45.1% | +25.9% | -19.8% |
| 3Y | +21.4% | -20.3% | +41.7% | +30.8% |
| All | +29.5% | -19.4% | +48.9% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling