+238.4%
TMUS vs USB
+92.8%
+145.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +3.6% | 0.0% | +3.6% | +3.6% |
| 30D | -3.4% | +5.8% | -9.2% | -4.7% |
| 3M | -9.5% | -6.0% | -3.5% | -8.2% |
| 6M | -15.2% | +7.8% | -22.9% | -16.7% |
| YTD | -18.9% | +14.6% | -33.5% | -21.9% |
| 1Y | -17.7% | +31.8% | -49.5% | -23.6% |
| 3Y | +15.6% | +91.5% | -75.9% | -4.8% |
| 5Y | +38.9% | +22.0% | +16.9% | +28.4% |
| All | +238.4% | +92.8% | +145.6% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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