+235.4%
TMUS vs USB
+93.8%
+141.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.4% |
| 7D | +9.0% | -1.5% | +10.5% | +9.4% |
| 30D | -3.2% | +4.3% | -7.5% | -4.2% |
| 3M | -6.9% | -6.1% | -0.8% | -5.6% |
| 6M | -16.4% | +9.4% | -25.8% | -18.2% |
| YTD | -19.6% | +15.2% | -34.8% | -22.7% |
| 1Y | -19.9% | +32.8% | -52.7% | -25.8% |
| 3Y | +14.5% | +91.3% | -76.8% | -5.7% |
| 5Y | +37.7% | +22.7% | +15.0% | +27.1% |
| All | +235.4% | +93.8% | +141.6% | +142.7% |
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