+33.0%
TMUS vs BLK
+64.8%
-31.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.1% |
| 7D | -5.3% | -2.7% | -2.6% | -5.0% |
| 30D | +0.1% | -4.8% | +4.9% | +0.7% |
| 3M | -0.6% | +6.5% | -7.1% | -1.3% |
| 6M | -17.5% | +13.1% | -30.7% | -18.9% |
| YTD | -11.3% | +1.8% | -13.1% | -11.7% |
| 1Y | -25.4% | -1.0% | -24.4% | -25.5% |
| All | +33.0% | +64.8% | -31.8% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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