+77.9%
V vs TMUS
+22.8%
+55.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.3% |
| 7D | -2.3% | +8.2% | -10.5% | -3.7% |
| 30D | +9.5% | +13.4% | -3.8% | +7.1% |
| 3M | +17.5% | -3.0% | +20.5% | +17.7% |
| 6M | +32.2% | -8.8% | +40.9% | +33.5% |
| YTD | +22.3% | -13.8% | +36.1% | +24.5% |
| 1Y | +26.8% | -17.1% | +43.9% | +30.3% |
| All | +77.9% | +22.8% | +55.1% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling