+675.5%
BE vs TMUS
+201.9%
+473.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.1% | +7.8% | +10.4% |
| 7D | -1.2% | +5.3% | -6.6% | -3.2% |
| 30D | -30.9% | +13.5% | -44.4% | -34.5% |
| 3M | -11.6% | -4.2% | -7.4% | -11.8% |
| 6M | -25.7% | -11.9% | -13.8% | -25.6% |
| YTD | +123.1% | -15.6% | +138.7% | +123.6% |
| 1Y | +43.4% | -16.8% | +60.2% | +44.6% |
| 3Y | +1,683.6% | +20.8% | +1,662.8% | +1,179.8% |
| 5Y | +465.4% | +48.0% | +417.4% | +249.3% |
| All | +675.5% | +201.9% | +473.7% | +185.1% |
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