+52.8%
TMUS vs B
+114.1%
-61.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.8% |
| 7D | +8.2% | -2.7% | +10.8% | +8.2% |
| 30D | +13.4% | -4.3% | +17.7% | +13.4% |
| 3M | -3.0% | -2.3% | -0.7% | -3.1% |
| 6M | -8.8% | -16.2% | +7.4% | -8.4% |
| YTD | -13.8% | -8.8% | -5.0% | -14.2% |
| 1Y | -17.1% | +11.4% | -28.4% | -18.6% |
| 3Y | +22.7% | +174.3% | -151.6% | +8.9% |
| 5Y | +52.8% | +116.2% | -63.3% | +41.7% |
| All | +52.8% | +114.1% | -61.3% | +41.7% |
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