+293.7%
TMUS vs WY
+42.1%
+251.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.3% |
| 7D | +4.9% | -0.8% | +5.7% | +5.2% |
| 30D | +7.7% | +10.1% | -2.4% | +3.7% |
| 3M | -6.8% | -15.4% | +8.6% | -0.8% |
| 6M | -9.7% | -8.3% | -1.4% | -7.1% |
| YTD | -15.0% | -9.8% | -5.1% | -12.5% |
| 1Y | -19.1% | -3.9% | -15.2% | -19.0% |
| 3Y | +21.4% | -23.3% | +44.7% | +29.0% |
| 5Y | +51.2% | -31.2% | +82.4% | +64.2% |
| 10Y | +240.2% | +5.5% | +234.7% | +171.6% |
| All | +293.7% | +42.1% | +251.6% | +143.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling