+41.0%
TMUS vs BB
-20.8%
+61.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | +0.8% |
| 7D | +3.6% | +3.8% | -0.2% | +3.5% |
| 30D | -3.4% | -0.3% | -3.0% | -3.4% |
| 3M | -9.5% | -0.5% | -9.0% | -9.6% |
| 6M | -15.2% | +45.9% | -61.1% | -17.0% |
| YTD | -18.9% | +130.6% | -149.5% | -22.1% |
| 1Y | -17.7% | +89.2% | -106.9% | -20.3% |
| 3Y | +15.6% | +137.5% | -121.9% | +8.8% |
| All | +41.0% | -20.8% | +61.8% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling