+239.9%
TMUS vs BBWI
-48.2%
+288.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.3% | -0.4% |
| 7D | +6.5% | -4.5% | +11.0% | +7.0% |
| 30D | +11.3% | +17.1% | -5.9% | +9.6% |
| 3M | -2.9% | +17.5% | -20.4% | -4.5% |
| 6M | -10.5% | +12.8% | -23.3% | -12.0% |
| YTD | -14.4% | +8.2% | -22.6% | -16.0% |
| 1Y | -17.9% | -1.8% | -16.1% | -19.1% |
| 3Y | +21.9% | -25.8% | +47.6% | +19.9% |
| 5Y | +52.1% | -68.0% | +120.2% | +61.0% |
| All | +239.9% | -48.2% | +288.1% | +227.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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