+1,616.9%
BE vs TMUS
+15.4%
+1,601.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +3.8% |
| 7D | -14.7% | +3.6% | -18.3% | -13.3% |
| 30D | -40.5% | -3.4% | -37.2% | -40.3% |
| 3M | -24.3% | -9.5% | -14.9% | -25.5% |
| 6M | -39.3% | -15.2% | -24.1% | -39.5% |
| YTD | +99.4% | -18.9% | +118.3% | +96.8% |
| 1Y | +26.6% | -17.7% | +44.3% | +25.0% |
| 3Y | +1,616.9% | +15.6% | +1,601.3% | +1,926.0% |
| All | +1,616.9% | +15.4% | +1,601.5% | +1,926.0% |
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