+320.5%
TMUS vs BKR
+83.9%
+236.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.2% | -3.4% |
| 7D | +0.1% | +1.7% | -1.7% | -0.4% |
| 30D | +5.3% | +3.3% | +1.9% | +4.3% |
| 3M | +3.1% | -3.6% | +6.7% | +3.7% |
| 6M | -16.5% | +5.0% | -21.5% | -18.4% |
| YTD | -9.2% | +40.9% | -50.1% | -18.2% |
| 1Y | -26.5% | +39.2% | -65.7% | -34.0% |
| 3Y | +39.0% | +83.7% | -44.7% | +12.4% |
| 5Y | +40.4% | +207.5% | -167.2% | -6.6% |
| 10Y | +303.7% | +136.3% | +167.4% | +153.9% |
| All | +320.5% | +83.9% | +236.6% | +133.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling