+320.5%
TMUS vs USB
+239.0%
+81.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | +0.1% | +1.4% | -1.4% | -0.4% |
| 30D | +5.3% | -1.3% | +6.6% | +5.7% |
| 3M | +3.1% | +15.2% | -12.1% | -1.6% |
| 6M | -16.5% | +18.8% | -35.3% | -21.3% |
| YTD | -9.2% | +21.0% | -30.2% | -15.4% |
| 1Y | -26.5% | +34.0% | -60.5% | -34.1% |
| 3Y | +39.0% | +95.3% | -56.3% | +5.7% |
| 5Y | +40.4% | +40.4% | 0.0% | +16.2% |
| 10Y | +303.7% | +107.3% | +196.4% | +168.5% |
| All | +320.5% | +239.0% | +81.5% | +177.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling