-21.2%
TMUS vs B
+27.8%
-49.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.3% | -5.2% | +4.0% |
| 7D | +7.5% | +1.1% | +6.4% | +7.5% |
| 30D | -3.3% | +0.3% | -3.6% | -3.3% |
| 3M | -9.7% | +5.4% | -15.1% | -8.9% |
| 6M | -17.2% | +5.5% | -22.7% | -16.0% |
| YTD | -20.3% | -6.3% | -14.0% | -20.9% |
| 1Y | -21.2% | +29.4% | -50.6% | -21.1% |
| All | -21.2% | +27.8% | -49.0% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling