+13.6%
TMUS vs USB
+94.5%
-80.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.9% |
| 7D | +7.5% | +2.4% | +5.1% | +7.2% |
| 30D | -3.3% | +6.6% | -9.9% | -3.9% |
| 3M | -9.7% | -4.1% | -5.6% | -9.4% |
| 6M | -17.2% | +12.5% | -29.7% | -17.6% |
| YTD | -20.3% | +17.6% | -38.0% | -21.3% |
| 1Y | -21.2% | +36.5% | -57.7% | -23.4% |
| All | +13.6% | +94.5% | -80.9% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling