+239.9%
TMUS vs BG
+107.5%
+132.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +6.5% | +1.5% | +5.0% | +6.2% |
| 30D | +11.3% | -7.0% | +18.3% | +12.8% |
| 3M | -2.9% | -10.0% | +7.1% | -1.0% |
| 6M | -10.5% | -19.8% | +9.3% | -7.1% |
| YTD | -14.4% | +14.3% | -28.7% | -16.8% |
| 1Y | -17.9% | +6.5% | -24.4% | -19.2% |
| 3Y | +21.9% | +4.4% | +17.5% | +18.4% |
| 5Y | +52.1% | +20.2% | +31.9% | +40.2% |
| All | +239.9% | +107.5% | +132.4% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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