+25,809.4%
AVGO vs TMUS
+879.3%
+24,930.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.5% |
| 7D | -9.9% | +3.6% | -13.5% | -10.8% |
| 30D | -22.0% | -3.4% | -18.6% | -22.0% |
| 3M | -30.0% | -9.5% | -20.6% | -29.0% |
| 6M | -30.7% | -15.2% | -15.5% | -29.1% |
| YTD | -14.7% | -18.9% | +4.2% | -12.3% |
| 1Y | -16.8% | -17.7% | +0.9% | -15.0% |
| 3Y | +244.4% | +15.6% | +228.8% | +211.8% |
| 5Y | +474.0% | +38.9% | +435.1% | +388.8% |
| 10Y | +2,122.6% | +245.3% | +1,877.3% | +1,405.2% |
| All | +25,809.4% | +879.3% | +24,930.1% | +12,479.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling