+2,798.6%
AVGO vs TMUS
+246.8%
+2,551.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.7% |
| 7D | +25.0% | +6.5% | +18.5% | +22.7% |
| 30D | +2.0% | +11.3% | -9.3% | -1.8% |
| 3M | -12.3% | -2.9% | -9.4% | -12.4% |
| 6M | -12.8% | -10.5% | -2.3% | -11.4% |
| YTD | +5.9% | -14.4% | +20.3% | +8.1% |
| 1Y | +3.3% | -17.9% | +21.2% | +7.1% |
| 3Y | +293.1% | +21.9% | +271.2% | +220.0% |
| 5Y | +606.7% | +52.1% | +554.6% | +403.4% |
| All | +2,798.6% | +246.8% | +2,551.9% | +1,408.3% |
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