+244.6%
TMUS vs Z
-14.8%
+259.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.6% |
| 7D | +8.2% | -13.1% | +21.2% | +9.7% |
| 30D | +13.4% | +5.9% | +7.5% | +12.5% |
| 3M | -3.0% | -13.7% | +10.6% | -1.9% |
| 6M | -8.8% | -27.1% | +18.3% | -6.3% |
| YTD | -13.8% | -56.8% | +43.0% | -7.2% |
| 1Y | -17.1% | -60.2% | +43.1% | -10.0% |
| 3Y | +22.7% | -19.7% | +42.4% | +18.7% |
| 5Y | +52.8% | -53.7% | +106.5% | +53.2% |
| 10Y | +244.6% | -16.9% | +261.5% | +181.6% |
| All | +244.6% | -14.8% | +259.4% | +181.6% |
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