+320.5%
TMUS vs BB
-82.7%
+403.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +0.1% | -5.6% | +5.7% | +0.7% |
| 30D | +5.3% | -11.8% | +17.0% | +6.6% |
| 3M | +3.1% | -25.5% | +28.7% | +5.5% |
| 6M | -16.5% | +121.3% | -137.7% | -26.0% |
| YTD | -9.2% | +103.2% | -112.3% | -18.8% |
| 1Y | -26.5% | +102.6% | -129.1% | -34.7% |
| 3Y | +39.0% | +37.5% | +1.5% | +23.7% |
| 5Y | +40.4% | -30.4% | +70.8% | +33.0% |
| 10Y | +303.7% | 0.0% | +303.7% | +191.4% |
| All | +320.5% | -82.7% | +403.2% | +304.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling