+39.8%
BKNG vs TMUS
+34.7%
+5.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -10.7% | -5.8% | -4.9% | -9.7% |
| 30D | -18.1% | -0.2% | -17.9% | -18.0% |
| 3M | +8.5% | -4.0% | +12.5% | +9.0% |
| 6M | -0.1% | -18.1% | +18.1% | +2.8% |
| YTD | -18.2% | -11.3% | -6.9% | -17.2% |
| 1Y | -19.9% | -24.7% | +4.9% | -16.0% |
| All | +39.8% | +34.7% | +5.1% | +20.3% |
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