-21.2%
TMUS vs Z
-54.2%
+32.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.4% | -6.3% | +2.8% |
| 7D | +7.5% | +10.2% | -2.7% | +7.3% |
| 30D | -3.3% | +23.7% | -27.0% | -3.2% |
| 3M | -9.7% | -6.6% | -3.1% | -10.5% |
| 6M | -17.2% | -23.0% | +5.8% | -21.7% |
| YTD | -20.3% | -50.3% | +30.0% | -28.1% |
| 1Y | -21.2% | -53.6% | +32.4% | -29.1% |
| All | -21.2% | -54.2% | +32.9% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling