+6.0%
TSLA vs TMUS
-25.3%
+31.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | -0.2% |
| 7D | +3.0% | -5.3% | +8.3% | +2.8% |
| 30D | +11.2% | +0.1% | +11.1% | +11.3% |
| 3M | -7.3% | -0.6% | -6.7% | -5.3% |
| 6M | -7.7% | -17.5% | +9.8% | -10.0% |
| YTD | -18.2% | -11.3% | -7.0% | -19.9% |
| 1Y | +6.0% | -25.4% | +31.4% | -8.1% |
| All | +6.0% | -25.3% | +31.3% | -8.1% |
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