+234.7%
TMUS vs BWA
+101.5%
+133.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.4% | -1.3% | +3.2% |
| 7D | +5.3% | -0.6% | +5.9% | +5.4% |
| 30D | +13.5% | -16.1% | +29.6% | +16.8% |
| 3M | -4.2% | -24.6% | +20.4% | +0.2% |
| 6M | -11.9% | -15.7% | +3.8% | -10.3% |
| YTD | -15.6% | +15.1% | -30.6% | -19.9% |
| 1Y | -16.8% | +15.9% | -32.6% | -21.3% |
| 3Y | +20.8% | +67.1% | -46.3% | +3.1% |
| 5Y | +48.0% | +34.7% | +13.3% | +29.2% |
| 10Y | +234.7% | +99.5% | +135.2% | +142.5% |
| All | +234.7% | +101.5% | +133.3% | +142.5% |
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