+309.1%
TMUS vs Z
-7.0%
+316.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +0.8% |
| 7D | -0.3% | -3.3% | +3.0% | +0.1% |
| 30D | +3.1% | -3.7% | +6.9% | +3.5% |
| 3M | +2.4% | -7.0% | +9.4% | +2.9% |
| 6M | -17.1% | -29.5% | +12.4% | -14.5% |
| YTD | -9.1% | -52.6% | +43.5% | -2.6% |
| 1Y | -23.6% | -64.0% | +40.4% | -15.8% |
| 3Y | +38.8% | -36.4% | +75.3% | +39.1% |
| 5Y | +43.0% | -65.8% | +108.7% | +48.4% |
| 10Y | +309.1% | -5.8% | +314.9% | +216.9% |
| All | +309.1% | -7.0% | +316.1% | +216.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling