+317.5%
TMUS vs BG
+166.7%
+150.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.7% | +3.2% |
| 7D | +0.4% | +3.1% | -2.7% | -0.1% |
| 30D | +3.5% | +10.2% | -6.7% | +1.7% |
| 3M | -1.3% | -1.7% | +0.4% | -1.2% |
| 6M | -13.6% | +1.0% | -14.6% | -14.1% |
| YTD | -8.8% | +39.9% | -48.7% | -14.5% |
| 1Y | -22.9% | +53.2% | -76.1% | -29.2% |
| 3Y | +36.7% | +16.3% | +20.4% | +30.7% |
| 5Y | +46.6% | +83.9% | -37.3% | +23.7% |
| All | +317.5% | +166.7% | +150.8% | +192.3% |
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