+13.6%
WFC vs TMUS
-23.1%
+36.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +1.1% | -0.3% | +1.3% | +1.0% |
| 30D | +0.8% | +3.1% | -2.3% | +0.9% |
| 3M | +9.3% | +2.4% | +6.9% | +9.2% |
| 6M | +10.6% | -17.1% | +27.7% | +7.5% |
| YTD | -4.1% | -9.1% | +5.0% | -5.9% |
| 1Y | +13.6% | -23.6% | +37.2% | +20.4% |
| All | +13.6% | -23.1% | +36.6% | +20.4% |
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 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