+290.8%
TMUS vs BLDR
+375.4%
-84.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.5% | -1.3% | +3.5% |
| 7D | +5.3% | -2.7% | +8.1% | +5.6% |
| 30D | +13.5% | +24.8% | -11.3% | +10.3% |
| 3M | -4.2% | -11.7% | +7.4% | -3.2% |
| 6M | -11.9% | -14.8% | +2.9% | -11.0% |
| YTD | -15.6% | -35.9% | +20.3% | -12.3% |
| 1Y | -16.8% | -39.7% | +22.9% | -13.1% |
| 3Y | +20.8% | -45.6% | +66.4% | +24.2% |
| 5Y | +48.0% | -2.5% | +50.6% | +38.1% |
| 10Y | +234.7% | +597.4% | -362.6% | +133.0% |
| All | +290.8% | +375.4% | -84.6% | +117.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling