+41.9%
TMUS vs BG
+84.9%
-43.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | -5.3% | +0.5% | -5.8% | -5.4% |
| 30D | +0.1% | +10.3% | -10.2% | -0.9% |
| 3M | -0.6% | -1.9% | +1.3% | -0.6% |
| 6M | -17.5% | +5.2% | -22.8% | -18.2% |
| YTD | -11.3% | +41.2% | -52.4% | -14.3% |
| 1Y | -25.4% | +50.5% | -75.9% | -28.5% |
| 3Y | +35.5% | +19.9% | +15.6% | +32.1% |
| 5Y | +41.9% | +86.7% | -44.8% | +26.2% |
| All | +41.9% | +84.9% | -43.0% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling