+117.7%
WFC vs TMUS
+15.4%
+102.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | +1.2% | +3.6% | -2.3% | +0.9% |
| 30D | +5.2% | -3.4% | +8.6% | +5.3% |
| 3M | -3.0% | -9.5% | +6.4% | -2.3% |
| 6M | +6.2% | -15.2% | +21.4% | +7.4% |
| YTD | -7.9% | -18.9% | +11.0% | -6.8% |
| 1Y | +0.3% | -17.7% | +18.0% | +1.1% |
| 3Y | +117.7% | +15.6% | +102.1% | +124.3% |
| All | +117.7% | +15.4% | +102.3% | +124.3% |
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