+320.5%
TMUS vs BP
+81.0%
+239.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.6% |
| 7D | +0.1% | +3.9% | -3.9% | -1.3% |
| 30D | +5.3% | +7.6% | -2.4% | +2.5% |
| 3M | +3.1% | +0.7% | +2.4% | +2.3% |
| 6M | -16.5% | +15.5% | -31.9% | -21.5% |
| YTD | -9.2% | +30.8% | -40.0% | -18.7% |
| 1Y | -26.5% | +34.3% | -60.8% | -35.1% |
| 3Y | +39.0% | +35.1% | +4.0% | +18.9% |
| 5Y | +40.4% | +126.8% | -86.5% | -6.5% |
| 10Y | +303.7% | +123.4% | +180.3% | +139.5% |
| All | +320.5% | +81.0% | +239.5% | +147.8% |
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 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