-33.1%
TMUS vs ADVB
-95.9%
+62.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +42.7% | -43.3% | -0.9% |
| 7D | +6.5% | +74.2% | -67.7% | +6.0% |
| 30D | +11.3% | -35.9% | +47.1% | +11.7% |
| 3M | -2.9% | -56.4% | +53.6% | -2.2% |
| 6M | -10.5% | -36.7% | +26.2% | -11.6% |
| YTD | -14.4% | -43.3% | +28.9% | -15.6% |
| 1Y | -17.9% | -63.4% | +45.5% | -18.9% |
| All | -33.1% | -95.9% | +62.8% | -33.0% |
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