+234.7%
TMUS vs BBWI
-41.3%
+276.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.9% | +2.3% | +4.0% |
| 7D | +5.3% | -6.2% | +11.5% | +5.9% |
| 30D | +13.5% | +25.5% | -11.9% | +11.2% |
| 3M | -4.2% | +8.0% | -12.2% | -5.2% |
| 6M | -11.9% | +12.7% | -24.6% | -13.3% |
| YTD | -15.6% | +11.6% | -27.2% | -17.4% |
| 1Y | -16.8% | -0.9% | -15.9% | -18.0% |
| 3Y | +20.8% | -22.7% | +43.5% | +18.3% |
| 5Y | +48.0% | -67.2% | +115.2% | +56.3% |
| 10Y | +234.7% | -43.7% | +278.4% | +213.8% |
| All | +234.7% | -41.3% | +276.0% | +213.8% |
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