-23.6%
TMUS vs BIYA
-98.3%
+74.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | +2.7% | -3.0% | -0.3% |
| 30D | +3.1% | -18.7% | +21.8% | +3.1% |
| 3M | +2.4% | -72.0% | +74.4% | +3.3% |
| 6M | -17.1% | -86.4% | +69.3% | -16.8% |
| YTD | -9.1% | -94.2% | +85.1% | -9.5% |
| 1Y | -23.6% | -98.4% | +74.8% | -26.4% |
| All | -23.6% | -98.3% | +74.7% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling