+1,008.9%
BE vs TMUS
+225.1%
+783.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.1% | +9.5% | +9.6% |
| 7D | +29.8% | -0.3% | +30.0% | +29.7% |
| 30D | +26.4% | +3.1% | +23.3% | +24.3% |
| 3M | +9.3% | +2.4% | +6.9% | +3.8% |
| 6M | +105.1% | -17.1% | +122.1% | +116.6% |
| YTD | +219.0% | -9.1% | +228.1% | +215.1% |
| 1Y | +418.8% | -23.6% | +442.4% | +463.6% |
| 3Y | +1,784.6% | +38.8% | +1,745.7% | +1,176.7% |
| 5Y | +1,251.0% | +43.0% | +1,208.0% | +787.6% |
| All | +1,008.9% | +225.1% | +783.8% | +301.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling