+317.8%
TMUS vs WY
+5.8%
+312.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -5.3% | -1.7% | -3.6% | -4.9% |
| 30D | +0.1% | -9.9% | +9.9% | +2.9% |
| 3M | -0.6% | -7.5% | +6.9% | +1.4% |
| 6M | -17.5% | -5.1% | -12.4% | -16.7% |
| YTD | -11.3% | -2.1% | -9.2% | -11.3% |
| 1Y | -25.4% | -7.3% | -18.0% | -24.5% |
| 3Y | +35.5% | -22.6% | +58.2% | +41.8% |
| 5Y | +41.9% | -19.8% | +61.7% | +45.0% |
| 10Y | +317.8% | +9.6% | +308.3% | +265.9% |
| All | +317.8% | +5.8% | +312.1% | +265.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling