+238.4%
TMUS vs Z
-14.9%
+253.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.1% |
| 7D | +3.6% | -4.6% | +8.1% | +4.0% |
| 30D | -3.4% | +8.3% | -11.7% | -4.3% |
| 3M | -9.5% | -11.6% | +2.1% | -8.6% |
| 6M | -15.2% | -33.6% | +18.5% | -12.1% |
| YTD | -18.9% | -56.7% | +37.8% | -12.7% |
| 1Y | -17.7% | -59.1% | +41.4% | -10.9% |
| 3Y | +15.6% | -20.4% | +36.0% | +12.0% |
| 5Y | +38.9% | -55.3% | +94.2% | +39.9% |
| All | +238.4% | -14.9% | +253.4% | +174.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling