+320.5%
TMUS vs PBR
+245.3%
+75.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -3.1% |
| 7D | +0.1% | +8.6% | -8.5% | -1.6% |
| 30D | +5.3% | +12.8% | -7.5% | +2.6% |
| 3M | +3.1% | +14.7% | -11.5% | 0.0% |
| 6M | -16.5% | +25.2% | -41.6% | -20.8% |
| YTD | -9.2% | +77.1% | -86.3% | -20.0% |
| 1Y | -26.5% | +69.6% | -96.0% | -34.9% |
| 3Y | +39.0% | +95.6% | -56.6% | +16.9% |
| 5Y | +40.4% | +501.8% | -461.4% | -12.2% |
| 10Y | +303.7% | +640.6% | -336.9% | +104.2% |
| All | +320.5% | +245.3% | +75.1% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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