+42.0%
TMUS vs BN
+37.9%
+4.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | +0.1% | -2.5% | +2.6% | +0.5% |
| 30D | +5.3% | -9.5% | +14.7% | +7.0% |
| 3M | +3.1% | -10.4% | +13.5% | +5.0% |
| 6M | -16.5% | -6.4% | -10.1% | -15.8% |
| YTD | -9.2% | -11.9% | +2.7% | -7.7% |
| 1Y | -26.5% | -8.6% | -17.9% | -26.1% |
| 3Y | +39.0% | +77.6% | -38.5% | +17.7% |
| All | +42.0% | +37.9% | +4.1% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling