+296.2%
TMUS vs BR
+1,302.4%
-1,006.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.3% |
| 7D | +6.5% | -1.3% | +7.8% | +7.1% |
| 30D | +11.3% | +13.7% | -2.4% | +5.0% |
| 3M | -2.9% | +13.8% | -16.7% | -8.6% |
| 6M | -10.5% | +29.7% | -40.2% | -21.1% |
| YTD | -14.4% | -12.6% | -1.8% | -10.4% |
| 1Y | -17.9% | -12.4% | -5.4% | -14.1% |
| 3Y | +21.9% | +14.1% | +7.7% | +10.8% |
| 5Y | +52.1% | +18.7% | +33.5% | +32.8% |
| 10Y | +242.4% | +276.2% | -33.8% | +58.3% |
| All | +296.2% | +1,302.4% | -1,006.2% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling