+105.8%
V vs TMUS
+51.3%
+54.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | -0.4% | +6.5% | -6.9% | -2.0% |
| 30D | +6.3% | +11.3% | -4.9% | +3.1% |
| 3M | +17.2% | -2.9% | +20.0% | +17.3% |
| 6M | +29.2% | -10.5% | +39.8% | +31.9% |
| YTD | +20.8% | -14.4% | +35.2% | +24.3% |
| 1Y | +25.0% | -17.9% | +42.9% | +30.4% |
| 3Y | +75.3% | +21.9% | +53.4% | +51.9% |
| 5Y | +105.8% | +52.1% | +53.7% | +65.4% |
| All | +105.8% | +51.3% | +54.5% | +65.4% |
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 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