+309.1%
TMUS vs BN
+259.6%
+49.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.8% |
| 7D | -0.3% | -1.2% | +0.9% | 0.0% |
| 30D | +3.1% | -10.9% | +14.0% | +6.3% |
| 3M | +2.4% | -11.1% | +13.5% | +5.6% |
| 6M | -17.1% | -4.4% | -12.7% | -16.7% |
| YTD | -9.1% | -14.1% | +5.1% | -6.3% |
| 1Y | -23.6% | -11.1% | -12.6% | -22.4% |
| 3Y | +38.8% | +75.6% | -36.7% | +10.2% |
| 5Y | +43.0% | +35.8% | +7.2% | +21.3% |
| 10Y | +309.1% | +261.6% | +47.5% | +131.0% |
| All | +309.1% | +259.6% | +49.5% | +131.0% |
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