+26.4%
V vs TMUS
-18.2%
+44.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | +2.2% | +3.6% | -1.4% | +1.8% |
| 30D | +13.6% | -3.4% | +16.9% | +13.5% |
| 3M | +14.3% | -9.5% | +23.8% | +15.2% |
| 6M | +33.1% | -15.2% | +48.3% | +34.9% |
| YTD | +21.2% | -18.9% | +40.2% | +22.7% |
| 1Y | +26.4% | -17.7% | +44.1% | +28.2% |
| All | +26.4% | -18.2% | +44.6% | +28.2% |
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