+275.3%
TMUS vs BB
-80.3%
+355.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | +0.4% |
| 7D | +3.6% | +3.8% | -0.2% | +3.0% |
| 30D | -3.4% | -0.3% | -3.0% | -3.9% |
| 3M | -9.5% | -0.5% | -9.0% | -10.3% |
| 6M | -15.2% | +45.9% | -61.1% | -21.1% |
| YTD | -18.9% | +130.6% | -149.5% | -29.2% |
| 1Y | -17.7% | +89.2% | -106.9% | -26.5% |
| 3Y | +15.6% | +137.5% | -121.9% | -4.7% |
| 5Y | +38.9% | -20.9% | +59.8% | +29.0% |
| 10Y | +245.3% | +25.4% | +219.9% | +139.0% |
| All | +275.3% | -80.3% | +355.6% | +252.7% |
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