+41.0%
TMUS vs B
+134.6%
-93.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.9% |
| 7D | +3.6% | +9.6% | -6.0% | +3.4% |
| 30D | -3.4% | +3.5% | -6.9% | -3.5% |
| 3M | -9.5% | -1.6% | -7.9% | -9.5% |
| 6M | -15.2% | -1.7% | -13.5% | -15.3% |
| YTD | -18.9% | -5.3% | -13.6% | -19.3% |
| 1Y | -17.7% | +27.2% | -44.9% | -19.8% |
| 3Y | +15.6% | +166.1% | -150.5% | +3.6% |
| All | +41.0% | +134.6% | -93.6% | +28.0% |
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