+309.1%
TMUS vs BB
+3.3%
+305.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | 0.0% |
| 7D | -0.3% | +0.5% | -0.8% | -0.3% |
| 30D | +3.1% | -12.4% | +15.5% | +3.8% |
| 3M | +2.4% | -15.3% | +17.7% | +2.7% |
| 6M | -17.1% | +128.8% | -145.9% | -22.0% |
| YTD | -9.1% | +107.7% | -116.7% | -14.0% |
| 1Y | -23.6% | +103.9% | -127.5% | -27.9% |
| 3Y | +38.8% | +72.6% | -33.7% | +29.6% |
| 5Y | +43.0% | -24.3% | +67.2% | +39.4% |
| 10Y | +309.1% | +3.1% | +306.0% | +220.2% |
| All | +309.1% | +3.3% | +305.8% | +220.2% |
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