-36.6%
TMUS vs ADVB
-97.5%
+60.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | +0.9% |
| 7D | +3.6% | -13.9% | +17.5% | +3.7% |
| 30D | -3.4% | -68.1% | +64.8% | -2.4% |
| 3M | -9.5% | -73.4% | +63.9% | -8.5% |
| 6M | -15.2% | -70.8% | +55.6% | -15.6% |
| YTD | -18.9% | -66.1% | +47.2% | -19.7% |
| 1Y | -17.7% | -77.5% | +59.8% | -18.4% |
| All | -36.6% | -97.5% | +60.9% | -36.3% |
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