+31,416.6%
AVGO vs TMUS
+997.2%
+30,419.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.1% |
| 7D | -3.0% | +0.1% | -3.0% | -3.0% |
| 30D | -14.4% | +5.3% | -19.7% | -15.7% |
| 3M | -14.4% | +3.1% | -17.6% | -15.9% |
| 6M | +13.1% | -16.5% | +29.6% | +17.1% |
| YTD | +3.8% | -9.2% | +13.0% | +4.7% |
| 1Y | +17.8% | -26.5% | +44.3% | +25.3% |
| 3Y | +325.3% | +39.0% | +286.2% | +269.7% |
| 5Y | +689.9% | +40.4% | +649.6% | +578.4% |
| 10Y | +2,597.0% | +303.7% | +2,293.3% | +1,673.1% |
| All | +31,416.6% | +997.2% | +30,419.4% | +14,907.2% |
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