+55.2%
HYG vs TMUS
+330.9%
-275.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.3% |
| 7D | -0.7% | +0.4% | -1.2% | -0.8% |
| 30D | -0.7% | +3.5% | -4.3% | -1.1% |
| 3M | -0.2% | -1.3% | +1.1% | -0.3% |
| 6M | +1.4% | -13.6% | +15.0% | +2.8% |
| YTD | +1.5% | -8.8% | +10.2% | +2.1% |
| 1Y | +2.9% | -22.9% | +25.8% | +5.6% |
| 3Y | +25.6% | +36.7% | -11.1% | +18.1% |
| 5Y | +18.6% | +46.6% | -28.0% | +9.8% |
| All | +55.2% | +330.9% | -275.7% | +27.1% |
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