+278.5%
AVGO vs TMUS
+21.2%
+257.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.1% | -4.8% |
| 7D | +18.2% | +4.9% | +13.3% | +18.9% |
| 30D | +0.2% | +7.7% | -7.5% | +1.6% |
| 3M | -16.8% | -6.8% | -10.0% | -16.9% |
| 6M | -16.5% | -9.7% | -6.8% | -16.5% |
| YTD | +0.8% | -15.0% | +15.8% | +0.3% |
| 1Y | +2.8% | -19.1% | +21.9% | +2.3% |
| 3Y | +278.5% | +21.4% | +257.1% | +189.5% |
| All | +278.5% | +21.2% | +257.4% | +189.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling