-34.0%
TMUS vs ADVB
-97.4%
+63.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.5% | +0.6% | +4.1% |
| 7D | +5.3% | -1.2% | +6.5% | +5.3% |
| 30D | +13.5% | -61.4% | +74.9% | +14.5% |
| 3M | -4.2% | -67.8% | +63.6% | -3.3% |
| 6M | -11.9% | -66.9% | +55.0% | -12.5% |
| YTD | -15.6% | -64.9% | +49.3% | -16.4% |
| 1Y | -16.8% | -74.8% | +58.0% | -17.5% |
| All | -34.0% | -97.4% | +63.4% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling