+55.3%
BE vs TMUS
-20.4%
+75.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.1% | -9.4% | -4.1% |
| 7D | -12.1% | +7.5% | -19.6% | -6.6% |
| 30D | -30.1% | -3.3% | -26.8% | -30.1% |
| 3M | -12.1% | -9.7% | -2.5% | -16.1% |
| 6M | -30.6% | -17.2% | -13.4% | -33.3% |
| YTD | +130.6% | -20.3% | +151.0% | +114.8% |
| 1Y | +55.3% | -21.2% | +76.5% | +47.6% |
| All | +55.3% | -20.4% | +75.7% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling