+309.1%
TMUS vs BBWI
-56.0%
+365.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.4% |
| 7D | -0.3% | +1.6% | -1.8% | -0.4% |
| 30D | +3.1% | -6.2% | +9.3% | +3.6% |
| 3M | +2.4% | +4.3% | -1.9% | +1.7% |
| 6M | -17.1% | -7.2% | -9.9% | -17.1% |
| YTD | -9.1% | -3.0% | -6.0% | -9.7% |
| 1Y | -23.6% | -30.8% | +7.1% | -22.1% |
| 3Y | +38.8% | -43.4% | +82.2% | +40.5% |
| 5Y | +43.0% | -66.7% | +109.7% | +50.5% |
| 10Y | +309.1% | -55.7% | +364.8% | +314.1% |
| All | +309.1% | -56.0% | +365.1% | +314.1% |
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