+884.1%
WMT vs TMUS
+359.0%
+525.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.7% |
| 7D | +3.9% | +0.1% | +3.8% | +3.9% |
| 30D | -4.4% | +5.3% | -9.7% | -5.0% |
| 3M | -8.8% | +3.1% | -11.9% | -9.3% |
| 6M | -15.6% | -16.5% | +0.8% | -14.0% |
| YTD | -3.2% | -9.2% | +5.9% | -2.4% |
| 1Y | +7.0% | -26.5% | +33.5% | +10.8% |
| 3Y | +105.3% | +39.0% | +66.3% | +95.8% |
| 5Y | +129.3% | +40.4% | +88.9% | +117.3% |
| 10Y | +423.9% | +303.7% | +120.2% | +338.1% |
| All | +884.1% | +359.0% | +525.1% | +649.2% |
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