+320.2%
WFC vs TMUS
+359.0%
-38.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.3% | +1.9% |
| 7D | +3.8% | +0.1% | +3.7% | +3.7% |
| 30D | +1.5% | +5.3% | -3.8% | -0.2% |
| 3M | +10.9% | +3.1% | +7.7% | +9.0% |
| 6M | +8.4% | -16.5% | +24.9% | +13.4% |
| YTD | -1.9% | -9.2% | +7.3% | -0.5% |
| 1Y | +12.3% | -26.5% | +38.8% | +21.5% |
| 3Y | +132.3% | +39.0% | +93.3% | +102.3% |
| 5Y | +130.1% | +40.4% | +89.7% | +97.2% |
| 10Y | +134.4% | +303.7% | -169.3% | +41.9% |
| All | +320.2% | +359.0% | -38.8% | +89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling