+308.5%
TMUS vs BUD
-23.7%
+332.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.6% | -3.5% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +5.3% | -5.7% | +10.9% | +6.7% |
| 3M | +3.1% | +3.1% | 0.0% | +2.4% |
| 6M | -16.5% | +7.9% | -24.3% | -18.2% |
| YTD | -9.2% | +27.3% | -36.5% | -14.6% |
| 1Y | -26.5% | +37.8% | -64.3% | -32.2% |
| 3Y | +39.0% | +49.8% | -10.8% | +23.9% |
| 5Y | +40.4% | +43.8% | -3.5% | +24.4% |
| All | +308.5% | -23.7% | +332.2% | +294.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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