+39.5%
TMUS vs W
+39.1%
+0.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.5% | -6.0% | -3.4% |
| 7D | +0.1% | -4.2% | +4.3% | 0.0% |
| 30D | +5.3% | -7.6% | +12.8% | +5.2% |
| 3M | +3.1% | +37.2% | -34.0% | +3.8% |
| 6M | -16.5% | +26.3% | -42.8% | -15.9% |
| YTD | -9.2% | -1.0% | -8.2% | -8.8% |
| 1Y | -26.5% | +20.1% | -46.6% | -26.1% |
| All | +39.5% | +39.1% | +0.4% | +47.1% |
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