+641.7%
BE vs TMUS
+202.5%
+439.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.4% |
| 7D | -13.4% | +9.5% | -22.9% | -16.2% |
| 30D | -33.9% | +13.8% | -47.7% | -37.4% |
| 3M | -12.0% | -4.6% | -7.4% | -12.0% |
| 6M | -29.0% | -11.7% | -17.3% | -28.9% |
| YTD | +113.4% | -15.4% | +128.8% | +113.7% |
| 1Y | +33.2% | -16.1% | +49.3% | +33.8% |
| 3Y | +1,659.2% | +20.5% | +1,638.7% | +1,166.0% |
| 5Y | +461.4% | +48.7% | +412.6% | +245.8% |
| All | +641.7% | +202.5% | +439.1% | +172.5% |
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