+42.4%
TMUS vs BKR
+179.4%
-136.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.7% | +6.6% | +0.4% |
| 7D | -5.8% | -6.7% | +0.9% | -5.3% |
| 30D | -0.2% | -8.3% | +8.1% | +0.4% |
| 3M | -4.0% | -5.4% | +1.4% | -3.6% |
| 6M | -18.1% | +0.8% | -18.9% | -18.4% |
| YTD | -11.3% | +31.8% | -43.2% | -14.0% |
| 1Y | -24.7% | +28.6% | -53.3% | -26.9% |
| 3Y | +35.4% | +71.2% | -35.8% | +26.1% |
| 5Y | +42.4% | +179.2% | -136.8% | +23.6% |
| All | +42.4% | +179.4% | -136.9% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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