+290.8%
TMUS vs BN
+651.7%
-360.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.8% | +0.3% | +2.5% |
| 7D | +5.3% | +3.6% | +1.7% | +3.8% |
| 30D | +13.5% | +15.9% | -2.3% | +6.7% |
| 3M | -4.2% | -2.3% | -1.9% | -3.6% |
| 6M | -11.9% | -8.4% | -3.5% | -9.2% |
| YTD | -15.6% | -5.9% | -9.7% | -15.2% |
| 1Y | -16.8% | -5.6% | -11.2% | -16.8% |
| 3Y | +20.8% | +104.2% | -83.4% | -18.8% |
| 5Y | +48.0% | +35.5% | +12.6% | +15.7% |
| 10Y | +234.7% | +285.2% | -50.5% | +39.9% |
| All | +290.8% | +651.7% | -360.9% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling