+237.8%
TMUS vs BB
+21.8%
+216.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.5% |
| 7D | +4.9% | +1.8% | +3.1% | +4.8% |
| 30D | +7.7% | +8.1% | -0.4% | +7.1% |
| 3M | -6.8% | -1.0% | -5.8% | -7.1% |
| 6M | -9.7% | +45.9% | -55.6% | -12.7% |
| YTD | -15.0% | +134.8% | -149.8% | -20.3% |
| 1Y | -19.1% | +104.6% | -123.7% | -23.6% |
| 3Y | +21.4% | +152.8% | -131.4% | +10.1% |
| 5Y | +51.2% | -17.4% | +68.6% | +46.6% |
| All | +237.8% | +21.8% | +216.0% | +165.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling