+491.6%
TMUS vs W
+210.4%
+281.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.0% |
| 7D | +3.6% | -3.6% | +7.2% | +3.8% |
| 30D | -3.4% | +7.0% | -10.3% | -3.9% |
| 3M | -9.5% | +7.4% | -16.8% | -10.1% |
| 6M | -15.2% | +69.3% | -84.5% | -19.0% |
| YTD | -18.9% | +11.3% | -30.2% | -20.8% |
| 1Y | -17.7% | +13.2% | -30.9% | -19.9% |
| 3Y | +15.6% | +142.0% | -126.4% | +1.3% |
| 5Y | +38.9% | -54.6% | +93.5% | +32.7% |
| 10Y | +245.3% | +243.7% | +1.6% | +132.2% |
| All | +491.6% | +210.4% | +281.3% | +297.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling