+317.5%
TMUS vs BRKR
+155.3%
+162.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.2% | +2.9% |
| 7D | +0.4% | -8.7% | +9.1% | +1.5% |
| 30D | +3.5% | -9.9% | +13.4% | +4.7% |
| 3M | -1.3% | -3.1% | +1.8% | -2.0% |
| 6M | -13.6% | +45.5% | -59.1% | -19.8% |
| YTD | -8.8% | +13.7% | -22.4% | -12.3% |
| 1Y | -22.9% | +67.4% | -90.3% | -31.0% |
| 3Y | +36.7% | -13.2% | +49.9% | +31.4% |
| 5Y | +46.6% | -39.5% | +86.1% | +51.1% |
| All | +317.5% | +155.3% | +162.2% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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