-11.7%
TMUS vs ZYBT
-58.1%
+46.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.1% |
| 7D | -0.3% | -4.2% | +4.0% | -0.3% |
| 30D | +3.1% | -16.4% | +19.5% | +3.2% |
| 3M | +2.4% | +82.9% | -80.5% | +0.8% |
| 6M | -17.1% | +110.7% | -127.7% | -18.6% |
| YTD | -9.1% | +37.4% | -46.5% | -10.4% |
| 1Y | -23.6% | -80.6% | +57.0% | -23.2% |
| All | -11.7% | -58.1% | +46.4% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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