+239.9%
TMUS vs B
+218.7%
+21.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.5% | -0.5% |
| 7D | +6.5% | -6.2% | +12.7% | +6.8% |
| 30D | +11.3% | -6.6% | +17.9% | +11.6% |
| 3M | -2.9% | -7.9% | +5.0% | -2.7% |
| 6M | -10.5% | -16.8% | +6.3% | -9.9% |
| YTD | -14.4% | -11.7% | -2.7% | -14.6% |
| 1Y | -17.9% | +3.5% | -21.4% | -19.2% |
| 3Y | +21.9% | +165.7% | -143.9% | +8.8% |
| 5Y | +52.1% | +108.4% | -56.3% | +37.7% |
| All | +239.9% | +218.7% | +21.2% | +195.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling