+130.8%
WMT vs TMUS
+42.2%
+88.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.3% |
| 7D | -0.2% | -5.3% | +5.1% | +0.9% |
| 30D | -5.8% | +0.1% | -5.9% | -5.9% |
| 3M | -10.8% | -0.6% | -10.2% | -11.0% |
| 6M | -14.3% | -17.5% | +3.2% | -11.1% |
| YTD | -4.4% | -11.3% | +6.8% | -2.5% |
| 1Y | +4.3% | -25.4% | +29.7% | +10.6% |
| 3Y | +100.1% | +35.5% | +64.5% | +84.5% |
| 5Y | +130.8% | +41.9% | +88.9% | +110.8% |
| All | +130.8% | +42.2% | +88.7% | +110.8% |
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