+22,391.8%
TSLA vs TMUS
+1,130.0%
+21,261.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +4.0% |
| 7D | -10.4% | +3.6% | -14.0% | -11.4% |
| 30D | -5.2% | -3.4% | -1.8% | -5.1% |
| 3M | +12.1% | -9.5% | +21.6% | +14.2% |
| 6M | -10.2% | -15.2% | +5.0% | -7.1% |
| YTD | -20.3% | -18.9% | -1.4% | -17.1% |
| 1Y | -19.7% | -17.7% | -2.0% | -16.9% |
| 3Y | +63.4% | +15.6% | +47.7% | +47.5% |
| 5Y | -12.1% | +38.9% | -51.0% | -25.6% |
| 10Y | +2,719.7% | +245.3% | +2,474.5% | +1,766.8% |
| All | +22,391.8% | +1,130.0% | +21,261.9% | +10,713.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling