+38.3%
TMUS vs USAR
+74.0%
-35.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.5% |
| 7D | +0.1% | -2.1% | +2.2% | 0.0% |
| 30D | +5.3% | +2.6% | +2.6% | +5.4% |
| 3M | +3.1% | -35.0% | +38.2% | +2.6% |
| 6M | -16.5% | -6.9% | -9.6% | -16.1% |
| YTD | -9.2% | +48.0% | -57.1% | -8.2% |
| 1Y | -26.5% | +24.8% | -51.3% | -25.4% |
| 3Y | +39.0% | +73.2% | -34.2% | +53.0% |
| All | +38.3% | +74.0% | -35.7% | +52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling