+22,131.9%
TSLA vs TMUS
+1,278.1%
+20,853.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.5% | -2.5% | -4.9% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +10.1% | +5.3% | +4.9% | +8.4% |
| 3M | -15.4% | +3.1% | -18.5% | -16.5% |
| 6M | -12.8% | -16.5% | +3.7% | -8.7% |
| YTD | -21.3% | -9.2% | -12.1% | -19.9% |
| 1Y | +4.6% | -26.5% | +31.1% | +13.1% |
| 3Y | +44.5% | +39.0% | +5.5% | +24.8% |
| 5Y | +44.8% | +40.4% | +4.4% | +23.4% |
| 10Y | +2,585.4% | +303.7% | +2,281.7% | +1,617.8% |
| All | +22,131.9% | +1,278.1% | +20,853.8% | +10,342.5% |
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