+187.1%
TMUS vs BIL
+30.4%
+156.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +1.1% |
| 7D | +3.6% | -0.3% | +3.8% | +1.7% |
| 30D | -3.4% | 0.0% | -3.4% | -3.3% |
| 3M | -9.5% | +0.3% | -9.8% | -7.3% |
| 6M | -15.2% | +1.2% | -16.4% | -7.3% |
| YTD | -18.9% | +2.5% | -21.4% | -3.4% |
| 1Y | -17.7% | +3.0% | -20.7% | +2.2% |
| 3Y | +15.6% | +13.2% | +2.5% | +185.9% |
| 5Y | +38.9% | +19.4% | +19.5% | +419.2% |
| 10Y | +245.3% | +25.2% | +220.1% | +1,763.1% |
| All | +187.1% | +30.4% | +156.7% | +1,630.5% |
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