+2.5%
WFC vs TMUS
-20.4%
+22.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +2.3% |
| 7D | +4.5% | +7.5% | -3.0% | +4.7% |
| 30D | +7.4% | -3.3% | +10.7% | +7.2% |
| 3M | -0.5% | -9.7% | +9.1% | -0.7% |
| 6M | +11.7% | -17.2% | +28.9% | +10.2% |
| YTD | -4.6% | -20.3% | +15.7% | -7.9% |
| 1Y | +2.5% | -21.2% | +23.7% | -0.7% |
| All | +2.5% | -20.4% | +22.9% | -0.7% |
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 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