+305.7%
TMUS vs BBY
+242.2%
+63.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -5.8% | +0.7% | -6.5% | -5.9% |
| 30D | -0.2% | +5.8% | -6.0% | -1.2% |
| 3M | -4.0% | +18.0% | -22.0% | -6.7% |
| 6M | -18.1% | +39.8% | -58.0% | -23.0% |
| YTD | -11.3% | +35.4% | -46.7% | -16.4% |
| 1Y | -24.7% | +21.4% | -46.1% | -28.0% |
| 3Y | +35.4% | +39.5% | -4.2% | +22.2% |
| 5Y | +42.4% | -0.5% | +42.9% | +34.3% |
| All | +305.7% | +242.2% | +63.5% | +199.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling