-21.2%
TMUS vs BP
+35.3%
-56.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.2% | +7.2% | +3.1% |
| 7D | +7.5% | -8.4% | +15.9% | +7.6% |
| 30D | -3.3% | +2.2% | -5.5% | -3.7% |
| 3M | -9.7% | +8.8% | -18.5% | -10.1% |
| 6M | -17.2% | -0.5% | -16.7% | -17.8% |
| YTD | -20.3% | +36.2% | -56.5% | -19.3% |
| 1Y | -21.2% | +36.6% | -57.8% | -20.8% |
| All | -21.2% | +35.3% | -56.5% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling