+244.4%
AVGO vs TMUS
+15.4%
+229.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.9% |
| 7D | -9.9% | +3.6% | -13.5% | -9.4% |
| 30D | -22.0% | -3.4% | -18.6% | -21.9% |
| 3M | -30.0% | -9.5% | -20.6% | -30.4% |
| 6M | -30.7% | -15.2% | -15.5% | -31.3% |
| YTD | -14.7% | -18.9% | +4.2% | -15.6% |
| 1Y | -16.8% | -17.7% | +0.9% | -17.7% |
| 3Y | +244.4% | +15.6% | +228.8% | +208.7% |
| All | +244.4% | +15.4% | +229.0% | +208.7% |
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