-26.5%
TMUS vs BAM
-8.8%
-17.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.5% |
| 7D | +0.1% | -2.0% | +2.1% | +0.1% |
| 30D | +5.3% | -2.9% | +8.2% | +5.4% |
| 3M | +3.1% | +9.4% | -6.2% | +3.3% |
| 6M | -16.5% | +10.8% | -27.2% | -15.8% |
| YTD | -9.2% | -0.4% | -8.7% | -9.0% |
| 1Y | -26.5% | -10.9% | -15.6% | -26.6% |
| All | -26.5% | -8.8% | -17.7% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 1y: compounded portfolio wealth divided by compounded BAM 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…
1y analysis · Full analysis span regression · 6 months rolling