-32.2%
TMUS vs BIYA
-99.9%
+67.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.8% | +4.1% |
| 7D | +5.3% | -7.8% | +13.1% | +5.3% |
| 30D | +13.5% | -38.5% | +52.1% | +13.5% |
| 3M | -4.2% | -59.5% | +55.3% | -4.3% |
| 6M | -11.9% | -89.2% | +77.3% | -11.4% |
| YTD | -15.6% | -97.1% | +81.5% | -15.5% |
| 1Y | -16.8% | -99.0% | +82.2% | -16.9% |
| All | -32.2% | -99.9% | +67.7% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling