-23.6%
TMUS vs MTB
+23.0%
-46.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -0.3% | +2.8% | -3.0% | -0.4% |
| 30D | +3.1% | -4.2% | +7.3% | +3.2% |
| 3M | +2.4% | +7.8% | -5.4% | +3.9% |
| 6M | -17.1% | +14.8% | -31.9% | -15.0% |
| YTD | -9.1% | +20.8% | -29.9% | -7.7% |
| 1Y | -23.6% | +23.1% | -46.7% | -20.0% |
| All | -23.6% | +23.0% | -46.7% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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