+47.5%
TMUS vs BNY
+256.6%
-209.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +0.4% | -1.3% | +1.8% | +0.7% |
| 30D | +3.5% | -0.2% | +3.7% | +3.5% |
| 3M | -1.3% | +14.9% | -16.2% | -4.4% |
| 6M | -13.6% | +40.0% | -53.6% | -20.2% |
| YTD | -8.8% | +42.0% | -50.7% | -16.5% |
| 1Y | -22.9% | +56.9% | -79.7% | -31.6% |
| 3Y | +36.7% | +289.9% | -253.1% | -7.7% |
| All | +47.5% | +256.6% | -209.1% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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