+131.9%
WFC vs TMUS
+41.8%
+90.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.3% | +1.6% |
| 7D | +3.8% | +0.1% | +3.7% | +3.7% |
| 30D | +1.5% | +5.3% | -3.8% | +0.3% |
| 3M | +10.9% | +3.1% | +7.7% | +9.5% |
| 6M | +8.4% | -16.5% | +24.9% | +12.3% |
| YTD | -1.9% | -9.2% | +7.3% | -0.9% |
| 1Y | +12.3% | -26.5% | +38.8% | +20.5% |
| 3Y | +132.3% | +39.0% | +93.3% | +98.8% |
| All | +131.9% | +41.8% | +90.1% | +103.0% |
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