+4.6%
TSLA vs TMUS
-27.1%
+31.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.5% | -2.5% | -6.0% |
| 7D | +1.5% | +0.1% | +1.4% | +1.6% |
| 30D | +10.1% | +5.3% | +4.9% | +10.6% |
| 3M | -15.4% | +3.1% | -18.5% | -13.3% |
| 6M | -12.8% | -16.5% | +3.7% | -14.6% |
| YTD | -21.3% | -9.2% | -12.1% | -22.5% |
| 1Y | +4.6% | -26.5% | +31.1% | +4.4% |
| All | +4.6% | -27.1% | +31.7% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 1y: compounded portfolio wealth divided by compounded TMUS 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…
1y analysis · Full analysis span regression · 6 months rolling