+320.5%
TMUS vs WTW
+371.8%
-51.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.3% | -2.5% |
| 7D | +0.1% | -2.6% | +2.7% | +1.2% |
| 30D | +5.3% | -1.0% | +6.2% | +5.6% |
| 3M | +3.1% | +29.9% | -26.8% | -8.3% |
| 6M | -16.5% | +10.7% | -27.2% | -20.9% |
| YTD | -9.2% | +2.6% | -11.7% | -11.9% |
| 1Y | -26.5% | +2.8% | -29.2% | -28.9% |
| 3Y | +39.0% | +67.3% | -28.3% | +6.2% |
| 5Y | +40.4% | +56.6% | -16.3% | +8.2% |
| 10Y | +303.7% | +204.1% | +99.6% | +109.7% |
| All | +320.5% | +371.8% | -51.3% | +65.6% |
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