+242.2%
TMUS vs BWA
+95.7%
+146.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.5% |
| 7D | +8.2% | +1.7% | +6.5% | +7.8% |
| 30D | +13.4% | -14.6% | +28.0% | +16.3% |
| 3M | -3.0% | -26.2% | +23.2% | +1.9% |
| 6M | -8.8% | -18.4% | +9.6% | -6.5% |
| YTD | -13.8% | +14.7% | -28.5% | -18.3% |
| 1Y | -17.1% | +13.3% | -30.4% | -21.2% |
| 3Y | +22.7% | +64.7% | -42.0% | +4.9% |
| 5Y | +52.8% | +32.2% | +20.7% | +33.9% |
| All | +242.2% | +95.7% | +146.5% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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