+15.6%
TMUS vs BLDR
-50.4%
+66.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +1.0% |
| 7D | +3.6% | -3.7% | +7.2% | +3.6% |
| 30D | -3.4% | +16.8% | -20.2% | -3.5% |
| 3M | -9.5% | -13.7% | +4.3% | -9.5% |
| 6M | -15.2% | -21.9% | +6.7% | -15.3% |
| YTD | -18.9% | -39.2% | +20.3% | -18.9% |
| 1Y | -17.7% | -42.6% | +24.9% | -17.6% |
| 3Y | +15.6% | -50.2% | +65.8% | +16.4% |
| All | +15.6% | -50.4% | +66.1% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 3y: compounded portfolio wealth divided by compounded BLDR 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…
3y analysis · Full analysis span regression · 6 months rolling