+296.2%
TMUS vs BBY
+290.9%
+5.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | +6.5% | +4.0% | +2.5% | +5.5% |
| 30D | +11.3% | +17.6% | -6.3% | +7.0% |
| 3M | -2.9% | +25.9% | -28.8% | -8.3% |
| 6M | -10.5% | +85.1% | -95.6% | -23.1% |
| YTD | -14.4% | +60.6% | -75.0% | -24.4% |
| 1Y | -17.9% | +40.2% | -58.0% | -25.3% |
| 3Y | +21.9% | +86.6% | -64.8% | -1.1% |
| 5Y | +52.1% | -3.7% | +55.8% | +41.9% |
| 10Y | +242.4% | +287.7% | -45.3% | +102.7% |
| All | +296.2% | +290.9% | +5.2% | +95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling