+21.4%
TMUS vs BN
+96.7%
-75.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | +4.9% | -1.0% | +5.9% | +5.0% |
| 30D | +7.7% | +14.0% | -6.3% | +6.7% |
| 3M | -6.8% | -9.0% | +2.2% | -6.1% |
| 6M | -9.7% | -8.8% | -0.9% | -9.1% |
| YTD | -15.0% | -10.3% | -4.7% | -14.4% |
| 1Y | -19.1% | -5.8% | -13.3% | -19.1% |
| 3Y | +21.4% | +94.8% | -73.4% | +17.5% |
| All | +21.4% | +96.7% | -75.3% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling