+51.8%
TMUS vs BP
+113.6%
-61.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | +4.9% | +3.8% | +1.1% | +4.6% |
| 30D | +7.7% | -5.3% | +13.0% | +8.1% |
| 3M | -6.8% | +9.3% | -16.0% | -7.6% |
| 6M | -9.7% | +7.2% | -16.9% | -10.5% |
| YTD | -15.0% | +38.0% | -53.0% | -17.7% |
| 1Y | -19.1% | +33.2% | -52.3% | -21.5% |
| 3Y | +21.4% | +50.3% | -28.9% | +15.6% |
| All | +51.8% | +113.6% | -61.8% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling