+21.4%
TMUS vs B
+163.8%
-142.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.7% |
| 7D | +4.9% | -7.3% | +12.2% | +4.6% |
| 30D | +7.7% | -3.3% | +11.0% | +7.6% |
| 3M | -6.8% | -7.8% | +1.0% | -7.0% |
| 6M | -9.7% | -15.5% | +5.9% | -9.9% |
| YTD | -15.0% | -12.3% | -2.7% | -15.3% |
| 1Y | -19.1% | +5.4% | -24.5% | -19.9% |
| 3Y | +21.4% | +165.5% | -144.1% | +16.6% |
| All | +21.4% | +163.8% | -142.4% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling