+2,300.3%
AVGO vs TMUS
+260.7%
+2,039.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.1% | +4.6% | +7.5% |
| 7D | -0.9% | +5.3% | -6.2% | -2.5% |
| 30D | -11.6% | +13.5% | -25.2% | -15.5% |
| 3M | -25.2% | -4.2% | -20.9% | -25.0% |
| 6M | -25.4% | -11.9% | -13.6% | -23.9% |
| YTD | -7.2% | -15.6% | +8.4% | -4.9% |
| 1Y | -7.9% | -16.8% | +8.9% | -5.3% |
| 3Y | +262.1% | +20.8% | +241.3% | +195.2% |
| 5Y | +525.7% | +48.0% | +477.7% | +350.6% |
| 10Y | +2,300.3% | +234.7% | +2,065.6% | +1,067.6% |
| All | +2,300.3% | +260.7% | +2,039.6% | +1,067.6% |
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