+240.8%
TMUS vs BN
+280.2%
-39.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.6% |
| 7D | +9.5% | +4.3% | +5.2% | +8.3% |
| 30D | +13.8% | +14.3% | -0.5% | +9.8% |
| 3M | -4.6% | -4.1% | -0.5% | -3.7% |
| 6M | -11.7% | -9.7% | -2.0% | -9.6% |
| YTD | -15.4% | -7.1% | -8.2% | -14.7% |
| 1Y | -16.1% | -7.4% | -8.7% | -15.6% |
| 3Y | +20.5% | +102.3% | -81.9% | -7.9% |
| 5Y | +48.7% | +35.9% | +12.8% | +27.5% |
| 10Y | +240.8% | +289.2% | -48.4% | +100.8% |
| All | +240.8% | +280.2% | -39.4% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling