+21.4%
TMUS vs BBY
+89.3%
-67.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.7% |
| 7D | +4.9% | +4.5% | +0.4% | +4.6% |
| 30D | +7.7% | +16.8% | -9.1% | +6.6% |
| 3M | -6.8% | +23.2% | -30.0% | -8.1% |
| 6M | -9.7% | +91.9% | -101.6% | -12.3% |
| YTD | -15.0% | +61.6% | -76.6% | -17.0% |
| 1Y | -19.1% | +43.9% | -63.0% | -20.8% |
| 3Y | +21.4% | +88.6% | -67.2% | +19.2% |
| All | +21.4% | +89.3% | -67.9% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling