+290.8%
TMUS vs MTB
+260.4%
+30.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.3% | +1.8% | +3.4% |
| 7D | +5.3% | -0.8% | +6.1% | +5.6% |
| 30D | +13.5% | +2.4% | +11.1% | +12.7% |
| 3M | -4.2% | -10.5% | +6.3% | -1.0% |
| 6M | -11.9% | +6.4% | -18.3% | -13.6% |
| YTD | -15.6% | +12.8% | -28.4% | -19.2% |
| 1Y | -16.8% | +23.3% | -40.0% | -22.7% |
| 3Y | +20.8% | +108.2% | -87.4% | -7.8% |
| 5Y | +48.0% | +68.6% | -20.5% | +16.6% |
| 10Y | +234.7% | +125.3% | +109.5% | +114.1% |
| All | +290.8% | +260.4% | +30.4% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling