+205.0%
TMUS vs BIL
+30.8%
+174.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.9% |
| 7D | +8.2% | +0.1% | +8.1% | +8.8% |
| 30D | +13.4% | 0.0% | +13.4% | +13.4% |
| 3M | -3.0% | +0.6% | -3.6% | +1.3% |
| 6M | -8.8% | +1.5% | -10.3% | +1.6% |
| YTD | -13.8% | +2.8% | -16.6% | +5.1% |
| 1Y | -17.1% | +3.3% | -20.4% | +5.1% |
| 3Y | +22.7% | +13.4% | +9.2% | +208.3% |
| 5Y | +52.8% | +19.8% | +33.0% | +485.2% |
| 10Y | +244.6% | +25.7% | +218.9% | +1,818.5% |
| All | +205.0% | +30.8% | +174.2% | +1,784.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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