+320.5%
TMUS vs B
+115.6%
+204.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.2% | -3.3% |
| 7D | +0.1% | -1.6% | +1.7% | +0.2% |
| 30D | +5.3% | +9.4% | -4.2% | +4.4% |
| 3M | +3.1% | +5.0% | -1.8% | +2.4% |
| 6M | -16.5% | -3.5% | -12.9% | -16.6% |
| YTD | -9.2% | +4.5% | -13.6% | -10.3% |
| 1Y | -26.5% | +67.8% | -94.3% | -30.7% |
| 3Y | +39.0% | +196.7% | -157.7% | +23.0% |
| 5Y | +40.4% | +151.9% | -111.6% | +25.0% |
| 10Y | +303.7% | +202.2% | +101.5% | +245.7% |
| All | +320.5% | +115.6% | +204.9% | +214.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling