+42.0%
TMUS vs B
+153.8%
-111.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.2% | -3.4% |
| 7D | +0.1% | -1.6% | +1.7% | +0.1% |
| 30D | +5.3% | +9.4% | -4.2% | +5.0% |
| 3M | +3.1% | +5.0% | -1.8% | +3.0% |
| 6M | -16.5% | -3.5% | -12.9% | -16.2% |
| YTD | -9.2% | +4.5% | -13.6% | -9.7% |
| 1Y | -26.5% | +67.8% | -94.3% | -29.9% |
| 3Y | +39.0% | +196.7% | -157.7% | +24.2% |
| All | +42.0% | +153.8% | -111.8% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling