+42.4%
TMUS vs BR
+7.7%
+34.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -5.8% | -6.0% | +0.2% | -4.0% |
| 30D | -0.2% | -0.9% | +0.6% | 0.0% |
| 3M | -4.0% | +16.4% | -20.3% | -8.4% |
| 6M | -18.1% | -8.2% | -9.9% | -16.4% |
| YTD | -11.3% | -23.2% | +11.9% | -4.2% |
| 1Y | -24.7% | -30.9% | +6.2% | -15.8% |
| 3Y | +35.4% | -5.0% | +40.4% | +35.7% |
| 5Y | +42.4% | +8.8% | +33.7% | +26.9% |
| All | +42.4% | +7.7% | +34.8% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 5y: compounded portfolio wealth divided by compounded BR 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…
5y analysis · Full analysis span regression · 6 months rolling