+52.1%
TMUS vs Z
-54.7%
+106.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | +6.5% | -4.9% | +11.4% | +6.9% |
| 30D | +11.3% | +3.0% | +8.3% | +10.9% |
| 3M | -2.9% | -13.4% | +10.5% | -2.1% |
| 6M | -10.5% | -27.3% | +16.8% | -9.0% |
| YTD | -14.4% | -57.8% | +43.4% | -9.9% |
| 1Y | -17.9% | -60.0% | +42.1% | -13.2% |
| 3Y | +21.9% | -21.5% | +43.4% | +16.5% |
| 5Y | +52.1% | -55.0% | +107.1% | +50.6% |
| All | +52.1% | -54.7% | +106.9% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling