+320.9%
TMUS vs BNY
+474.4%
-153.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -0.3% | +1.5% | -1.7% | -0.8% |
| 30D | +3.1% | +3.3% | -0.2% | +1.9% |
| 3M | +2.4% | +15.3% | -12.9% | -2.9% |
| 6M | -17.1% | +42.5% | -59.5% | -27.2% |
| YTD | -9.1% | +42.0% | -51.1% | -20.6% |
| 1Y | -23.6% | +59.3% | -82.9% | -36.1% |
| 3Y | +38.8% | +291.2% | -252.4% | -17.1% |
| 5Y | +43.0% | +252.1% | -209.1% | -13.4% |
| 10Y | +309.1% | +407.1% | -98.0% | +104.3% |
| All | +320.9% | +474.4% | -153.5% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling