+714.1%
TMUS vs BUD
+214.6%
+499.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.4% |
| 7D | +3.6% | +4.5% | -0.9% | +2.0% |
| 30D | -3.4% | +12.5% | -15.9% | -7.2% |
| 3M | -9.5% | 0.0% | -9.4% | -9.5% |
| 6M | -15.2% | +3.8% | -19.0% | -16.4% |
| YTD | -18.9% | +33.1% | -52.0% | -27.1% |
| 1Y | -17.7% | +35.5% | -53.2% | -26.6% |
| 3Y | +15.6% | +49.4% | -33.8% | -2.3% |
| 5Y | +38.9% | +48.0% | -9.1% | +15.1% |
| 10Y | +245.3% | -8.6% | +253.8% | +227.2% |
| All | +714.1% | +214.6% | +499.5% | +271.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling