+234.7%
TMUS vs BP
+132.1%
+102.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | +5.3% | -6.9% | +12.2% | +6.6% |
| 30D | +13.5% | -3.6% | +17.1% | +14.0% |
| 3M | -4.2% | +8.4% | -12.7% | -5.8% |
| 6M | -11.9% | +5.3% | -17.2% | -13.2% |
| YTD | -15.6% | +33.2% | -48.7% | -20.5% |
| 1Y | -16.8% | +28.2% | -45.0% | -21.2% |
| 3Y | +20.8% | +49.2% | -28.4% | +9.6% |
| 5Y | +48.0% | +102.9% | -54.8% | +22.8% |
| 10Y | +234.7% | +127.7% | +107.0% | +187.2% |
| All | +234.7% | +132.1% | +102.6% | +187.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling