+51.8%
TMUS vs BBWI
-67.6%
+119.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | +7.7% | +12.9% | -5.2% | +6.9% |
| 3M | -6.8% | +16.0% | -22.8% | -7.8% |
| 6M | -9.7% | +16.6% | -26.3% | -10.8% |
| YTD | -15.0% | +9.7% | -24.7% | -16.0% |
| 1Y | -19.1% | +1.5% | -20.6% | -20.0% |
| 3Y | +21.4% | -21.4% | +42.8% | +18.0% |
| All | +51.8% | -67.6% | +119.4% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling