+360.1%
TMUS vs Z
+25.1%
+335.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.3% | -3.2% |
| 7D | +0.1% | -3.0% | +3.1% | +0.4% |
| 30D | +5.3% | -4.2% | +9.4% | +5.6% |
| 3M | +3.1% | -3.7% | +6.8% | +3.3% |
| 6M | -16.5% | -24.5% | +8.1% | -14.4% |
| YTD | -9.2% | -49.3% | +40.1% | -3.1% |
| 1Y | -26.5% | -58.7% | +32.2% | -19.9% |
| 3Y | +39.0% | -34.1% | +73.2% | +38.9% |
| 5Y | +40.4% | -64.5% | +104.9% | +45.8% |
| 10Y | +303.7% | -0.5% | +304.2% | +216.7% |
| All | +360.1% | +25.1% | +335.0% | +226.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling