+15.6%
TMUS vs W
+123.5%
-107.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +0.9% |
| 7D | +3.6% | -3.6% | +7.2% | +3.5% |
| 30D | -3.4% | +7.0% | -10.3% | -3.2% |
| 3M | -9.5% | +7.4% | -16.8% | -9.3% |
| 6M | -15.2% | +69.3% | -84.5% | -13.9% |
| YTD | -18.9% | +11.3% | -30.2% | -18.3% |
| 1Y | -17.7% | +13.2% | -30.9% | -17.0% |
| 3Y | +15.6% | +142.0% | -126.4% | +18.4% |
| All | +15.6% | +123.5% | -107.8% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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