+320.5%
TMUS vs BLK
+1,037.7%
-717.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.1% | -3.3% |
| 7D | +0.1% | -3.6% | +3.7% | +1.6% |
| 30D | +5.3% | -1.0% | +6.2% | +5.6% |
| 3M | +3.1% | +10.4% | -7.2% | -1.2% |
| 6M | -16.5% | +8.2% | -24.6% | -20.1% |
| YTD | -9.2% | +6.0% | -15.2% | -12.8% |
| 1Y | -26.5% | +3.3% | -29.8% | -29.0% |
| 3Y | +39.0% | +70.3% | -31.2% | +5.5% |
| 5Y | +40.4% | +34.5% | +5.9% | +14.8% |
| 10Y | +303.7% | +281.9% | +21.8% | +95.9% |
| All | +320.5% | +1,037.7% | -717.2% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling