+421.1%
WMT vs TMUS
+318.7%
+102.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.5% | -5.8% | +3.3% | -1.2% |
| 30D | -6.4% | -0.2% | -6.2% | -6.4% |
| 3M | -12.1% | -4.0% | -8.1% | -11.6% |
| 6M | -15.0% | -18.1% | +3.2% | -11.5% |
| YTD | -4.5% | -11.3% | +6.8% | -2.6% |
| 1Y | +6.2% | -24.7% | +30.9% | +12.5% |
| 3Y | +99.9% | +35.4% | +64.5% | +82.8% |
| 5Y | +131.4% | +42.4% | +89.0% | +107.3% |
| All | +421.1% | +318.7% | +102.3% | +258.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling