+74.4%
TSLA vs TMUS
+21.2%
+53.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.8% |
| 7D | +8.9% | +4.9% | +4.0% | +9.0% |
| 30D | +6.3% | +7.7% | -1.4% | +6.4% |
| 3M | +14.8% | -6.8% | +21.6% | +15.2% |
| 6M | -12.4% | -9.7% | -2.7% | -11.6% |
| YTD | -13.2% | -15.0% | +1.7% | -12.7% |
| 1Y | -2.9% | -19.1% | +16.2% | -2.3% |
| 3Y | +74.4% | +21.4% | +53.0% | +110.6% |
| All | +74.4% | +21.2% | +53.2% | +110.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling