+234.7%
TMUS vs Z
-11.7%
+246.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.8% | +0.3% | +3.7% |
| 7D | +5.3% | -5.2% | +10.5% | +5.8% |
| 30D | +13.5% | +5.7% | +7.8% | +12.7% |
| 3M | -4.2% | -8.7% | +4.5% | -3.7% |
| 6M | -11.9% | -26.0% | +14.1% | -9.7% |
| YTD | -15.6% | -55.0% | +39.5% | -9.4% |
| 1Y | -16.8% | -58.0% | +41.2% | -10.2% |
| 3Y | +20.8% | -15.2% | +36.0% | +16.2% |
| 5Y | +48.0% | -53.8% | +101.8% | +48.6% |
| 10Y | +234.7% | -14.5% | +249.2% | +172.0% |
| All | +234.7% | -11.7% | +246.4% | +172.0% |
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