+37.7%
TMUS vs USB
+22.2%
+15.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.2% |
| 7D | +9.0% | -1.5% | +10.5% | +9.2% |
| 30D | -3.2% | +4.3% | -7.5% | -3.8% |
| 3M | -6.9% | -6.1% | -0.8% | -6.1% |
| 6M | -16.4% | +9.4% | -25.8% | -17.3% |
| YTD | -19.6% | +15.2% | -34.8% | -21.3% |
| 1Y | -19.9% | +32.8% | -52.7% | -23.3% |
| 3Y | +14.5% | +91.3% | -76.8% | +2.1% |
| 5Y | +37.7% | +22.7% | +15.0% | +39.6% |
| All | +37.7% | +22.2% | +15.5% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling