+911.5%
BE vs TMUS
+224.8%
+686.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.5% | +10.8% | +8.8% |
| 7D | +20.0% | +0.1% | +19.9% | +19.8% |
| 30D | +7.9% | +5.3% | +2.7% | +5.1% |
| 3M | -13.2% | +3.1% | -16.3% | -17.9% |
| 6M | +53.5% | -16.5% | +69.9% | +61.3% |
| YTD | +191.0% | -9.2% | +200.2% | +187.5% |
| 1Y | +360.5% | -26.5% | +387.0% | +413.4% |
| 3Y | +1,568.0% | +39.0% | +1,529.0% | +1,027.8% |
| 5Y | +1,055.2% | +40.4% | +1,014.8% | +669.9% |
| All | +911.5% | +224.8% | +686.7% | +266.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling