+20.5%
TMUS vs WM
+45.7%
-25.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +9.5% | +1.2% | +8.3% | +8.9% |
| 30D | +13.8% | +13.7% | +0.1% | +7.5% |
| 3M | -4.6% | +5.2% | -9.8% | -6.8% |
| 6M | -11.7% | +11.2% | -22.9% | -15.5% |
| YTD | -15.4% | +9.4% | -24.8% | -18.9% |
| 1Y | -16.1% | +20.4% | -36.5% | -22.8% |
| 3Y | +20.5% | +44.7% | -24.2% | +8.2% |
| All | +20.5% | +45.7% | -25.3% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling