+29.3%
V vs TMUS
-20.4%
+49.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.8% | +3.5% |
| 7D | +9.0% | +7.5% | +1.5% | +8.2% |
| 30D | +18.1% | -3.3% | +21.4% | +17.9% |
| 3M | +18.3% | -9.7% | +28.0% | +19.3% |
| 6M | +34.1% | -17.2% | +51.3% | +36.4% |
| YTD | +25.2% | -20.3% | +45.6% | +27.1% |
| 1Y | +29.3% | -21.2% | +50.5% | +31.8% |
| All | +29.3% | -20.4% | +49.7% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling