+275.3%
TMUS vs BP
+84.0%
+191.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +3.6% | -11.6% | +15.2% | +7.8% |
| 30D | -3.4% | 0.0% | -3.4% | -3.7% |
| 3M | -9.5% | +6.7% | -16.2% | -12.0% |
| 6M | -15.2% | +2.2% | -17.3% | -16.8% |
| YTD | -18.9% | +33.0% | -51.9% | -28.1% |
| 1Y | -17.7% | +30.7% | -48.4% | -26.8% |
| 3Y | +15.6% | +44.2% | -28.5% | -3.6% |
| 5Y | +38.9% | +105.1% | -66.2% | -3.5% |
| 10Y | +245.3% | +133.5% | +111.7% | +100.2% |
| All | +275.3% | +84.0% | +191.3% | +119.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling