+25.8%
TMUS vs BAM
+78.0%
-52.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.5% |
| 7D | +0.1% | -2.0% | +2.1% | +0.3% |
| 30D | +5.3% | -2.9% | +8.2% | +5.6% |
| 3M | +3.1% | +9.4% | -6.2% | +2.2% |
| 6M | -16.5% | +10.8% | -27.2% | -17.4% |
| YTD | -9.2% | -0.4% | -8.7% | -9.3% |
| 1Y | -26.5% | -10.9% | -15.6% | -25.7% |
| 3Y | +39.0% | +61.3% | -22.2% | +30.1% |
| All | +25.8% | +78.0% | -52.2% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling