+40.8%
TSLA vs TMUS
+41.6%
-0.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.5% | -2.5% | -5.7% |
| 7D | +1.5% | +0.1% | +1.4% | +1.6% |
| 30D | +10.1% | +5.3% | +4.9% | +9.8% |
| 3M | -15.4% | +3.1% | -18.5% | -14.9% |
| 6M | -12.8% | -16.5% | +3.7% | -11.5% |
| YTD | -21.3% | -9.2% | -12.1% | -20.7% |
| 1Y | +4.6% | -26.5% | +31.1% | +8.1% |
| All | +40.8% | +41.6% | -0.8% | -14.6% |
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