-32.7%
TMUS vs ADVB
-97.1%
+64.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.0% | -8.1% | +1.7% |
| 7D | +8.2% | +10.5% | -2.3% | +8.1% |
| 30D | +13.4% | -56.0% | +69.4% | +14.2% |
| 3M | -3.0% | -70.1% | +67.1% | -2.0% |
| 6M | -8.8% | -53.7% | +44.9% | -9.7% |
| YTD | -13.8% | -60.3% | +46.4% | -14.8% |
| 1Y | -17.1% | -73.1% | +56.1% | -17.9% |
| All | -32.7% | -97.1% | +64.4% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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