-24.7%
TMUS vs BG
+52.8%
-77.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -5.8% | +3.7% | -9.5% | -6.1% |
| 30D | -0.2% | +12.3% | -12.6% | -1.2% |
| 3M | -4.0% | -2.2% | -1.8% | -4.7% |
| 6M | -18.1% | +5.3% | -23.4% | -18.7% |
| YTD | -11.3% | +42.4% | -53.7% | -11.0% |
| 1Y | -24.7% | +55.2% | -79.9% | -23.7% |
| All | -24.7% | +52.8% | -77.5% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling