+320.5%
TMUS vs BBY
+237.7%
+82.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.2% | -6.6% | -4.2% |
| 7D | +0.1% | +9.5% | -9.4% | -2.0% |
| 30D | +5.3% | +6.8% | -1.6% | +3.4% |
| 3M | +3.1% | +28.9% | -25.7% | -2.9% |
| 6M | -16.5% | +37.8% | -54.3% | -23.0% |
| YTD | -9.2% | +38.7% | -47.9% | -16.8% |
| 1Y | -26.5% | +23.7% | -50.2% | -31.2% |
| 3Y | +39.0% | +39.1% | -0.1% | +21.5% |
| 5Y | +40.4% | -0.4% | +40.8% | +29.3% |
| 10Y | +303.7% | +234.0% | +69.7% | +147.8% |
| All | +320.5% | +237.7% | +82.7% | +115.0% |
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