+240.8%
TMUS vs BB
+28.9%
+211.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +9.5% | +11.6% | -2.1% | +8.9% |
| 30D | +13.8% | +2.6% | +11.2% | +13.4% |
| 3M | -4.6% | +3.5% | -8.1% | -5.1% |
| 6M | -11.7% | +43.5% | -55.2% | -14.5% |
| YTD | -15.4% | +141.2% | -156.5% | -20.8% |
| 1Y | -16.1% | +97.4% | -113.5% | -20.6% |
| 3Y | +20.5% | +151.1% | -130.6% | +9.5% |
| 5Y | +48.7% | -12.8% | +61.5% | +43.8% |
| 10Y | +240.8% | +27.5% | +213.3% | +168.6% |
| All | +240.8% | +28.9% | +211.9% | +168.6% |
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