-17.7%
TMUS vs WM
+20.0%
-37.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.8% |
| 7D | +3.6% | +1.2% | +2.4% | +3.0% |
| 30D | -3.4% | +13.1% | -16.4% | -8.9% |
| 3M | -9.5% | +3.6% | -13.1% | -11.4% |
| 6M | -15.2% | +8.1% | -23.3% | -17.7% |
| YTD | -18.9% | +8.9% | -27.8% | -22.7% |
| 1Y | -17.7% | +20.3% | -38.0% | -23.8% |
| All | -17.7% | +20.0% | -37.7% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 1y: compounded portfolio wealth divided by compounded WM 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…
1y analysis · Full analysis span regression · 6 months rolling