+23,636.9%
TSLA vs TMUS
+1,180.8%
+22,456.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.1% | +1.4% | +4.3% |
| 7D | -6.4% | +5.3% | -11.7% | -7.8% |
| 30D | -1.2% | +13.5% | -14.8% | -5.2% |
| 3M | +15.1% | -4.2% | +19.3% | +15.4% |
| 6M | -11.7% | -11.9% | +0.1% | -9.7% |
| YTD | -15.9% | -15.6% | -0.4% | -13.5% |
| 1Y | -12.0% | -16.8% | +4.8% | -9.2% |
| 3Y | +80.0% | +20.8% | +59.2% | +60.6% |
| 5Y | +10.8% | +48.0% | -37.2% | -8.0% |
| 10Y | +2,883.7% | +234.7% | +2,648.9% | +1,886.6% |
| All | +23,636.9% | +1,180.8% | +22,456.1% | +11,182.1% |
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 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