+328.6%
TMUS vs Z
+4.8%
+323.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.8% |
| 7D | +9.5% | -6.5% | +16.0% | +10.2% |
| 30D | +13.8% | -0.1% | +13.9% | +13.6% |
| 3M | -4.6% | -14.1% | +9.6% | -3.3% |
| 6M | -11.7% | -30.1% | +18.4% | -8.8% |
| YTD | -15.4% | -57.5% | +42.1% | -8.2% |
| 1Y | -16.1% | -60.3% | +44.2% | -8.5% |
| 3Y | +20.5% | -21.0% | +41.5% | +16.7% |
| 5Y | +48.7% | -54.9% | +103.7% | +49.8% |
| 10Y | +240.8% | -16.0% | +256.8% | +171.6% |
| All | +328.6% | +4.8% | +323.8% | +209.2% |
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 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