+2,856.4%
AVGO vs TMUS
+304.7%
+2,551.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.3% |
| 7D | -0.8% | -5.3% | +4.5% | +1.0% |
| 30D | -13.7% | +0.1% | -13.8% | -13.9% |
| 3M | -6.9% | -0.6% | -6.3% | -8.0% |
| 6M | +5.8% | -17.5% | +23.3% | +11.6% |
| YTD | +5.7% | -11.3% | +16.9% | +7.6% |
| 1Y | +9.0% | -25.4% | +34.4% | +18.5% |
| 3Y | +340.5% | +35.5% | +305.0% | +247.2% |
| 5Y | +711.1% | +41.9% | +669.2% | +512.6% |
| 10Y | +2,856.4% | +317.8% | +2,538.6% | +1,361.4% |
| All | +2,856.4% | +304.7% | +2,551.7% | +1,361.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling