+268.7%
TMUS vs USB
+229.5%
+39.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.4% |
| 7D | +7.5% | +2.4% | +5.1% | +6.6% |
| 30D | -3.3% | +6.6% | -9.9% | -5.4% |
| 3M | -9.7% | -4.1% | -5.6% | -8.5% |
| 6M | -17.2% | +12.5% | -29.7% | -20.5% |
| YTD | -20.3% | +17.6% | -38.0% | -25.2% |
| 1Y | -21.2% | +36.5% | -57.7% | -29.8% |
| 3Y | +13.5% | +95.4% | -81.9% | -13.4% |
| 5Y | +36.5% | +26.1% | +10.4% | +17.6% |
| 10Y | +239.2% | +101.3% | +138.0% | +127.7% |
| All | +268.7% | +229.5% | +39.2% | +145.6% |
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