+1,709.5%
BE vs TMUS
+21.2%
+1,688.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -5.1% |
| 7D | +10.8% | +4.9% | +5.9% | +12.5% |
| 30D | -19.8% | +7.7% | -27.5% | -17.1% |
| 3M | -18.7% | -6.8% | -11.9% | -19.3% |
| 6M | -33.7% | -9.7% | -24.1% | -32.9% |
| YTD | +121.0% | -15.0% | +135.9% | +121.4% |
| 1Y | +85.4% | -19.1% | +104.5% | +86.2% |
| 3Y | +1,709.5% | +21.4% | +1,688.1% | +2,484.8% |
| All | +1,709.5% | +21.2% | +1,688.3% | +2,484.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling