+320.5%
TMUS vs BG
+145.6%
+174.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.1% |
| 7D | +0.1% | +2.8% | -2.7% | -0.8% |
| 30D | +5.3% | +12.0% | -6.8% | +1.6% |
| 3M | +3.1% | -7.7% | +10.8% | +5.3% |
| 6M | -16.5% | +4.5% | -20.9% | -18.2% |
| YTD | -9.2% | +35.7% | -44.8% | -18.1% |
| 1Y | -26.5% | +50.1% | -76.6% | -36.2% |
| 3Y | +39.0% | +12.6% | +26.4% | +28.8% |
| 5Y | +40.4% | +75.4% | -35.1% | +7.9% |
| 10Y | +303.7% | +150.5% | +153.2% | +147.7% |
| All | +320.5% | +145.6% | +174.9% | +100.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling