+72.2%
V vs TMUS
+40.3%
+31.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | 0.0% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | +2.0% | +5.3% | -3.3% | +0.4% |
| 3M | +17.4% | +3.1% | +14.2% | +15.5% |
| 6M | +17.5% | -16.5% | +34.0% | +23.3% |
| YTD | +7.6% | -9.2% | +16.7% | +9.5% |
| 1Y | +7.7% | -26.5% | +34.2% | +17.6% |
| 3Y | +54.7% | +39.0% | +15.6% | +29.9% |
| All | +72.2% | +40.3% | +31.9% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling