+2,475.6%
AVGO vs TMUS
+235.5%
+2,240.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.8% |
| 7D | 0.0% | +9.5% | -9.5% | -2.8% |
| 30D | -8.2% | +13.8% | -22.0% | -12.3% |
| 3M | -21.3% | -4.6% | -16.7% | -21.0% |
| 6M | -22.5% | -11.7% | -10.8% | -21.0% |
| YTD | -3.6% | -15.4% | +11.8% | -1.2% |
| 1Y | -6.7% | -16.1% | +9.5% | -4.3% |
| 3Y | +258.1% | +20.5% | +237.7% | +192.6% |
| 5Y | +560.9% | +48.7% | +512.1% | +375.3% |
| 10Y | +2,475.6% | +240.8% | +2,234.8% | +1,254.4% |
| All | +2,475.6% | +235.5% | +2,240.1% | +1,254.4% |
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 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