+293.7%
TMUS vs WTW
+374.2%
-80.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.5% |
| 7D | +4.9% | +2.0% | +2.9% | +4.0% |
| 30D | +7.7% | +12.9% | -5.2% | +2.2% |
| 3M | -6.8% | +0.7% | -7.5% | -7.2% |
| 6M | -9.7% | +39.5% | -49.2% | -22.2% |
| YTD | -15.0% | +3.1% | -18.1% | -17.7% |
| 1Y | -19.1% | +4.8% | -23.9% | -22.4% |
| 3Y | +21.4% | +42.9% | -21.5% | 0.0% |
| 5Y | +51.2% | +55.3% | -4.1% | +17.4% |
| 10Y | +240.2% | +217.2% | +23.1% | +73.2% |
| All | +293.7% | +374.2% | -80.5% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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