+309.1%
TMUS vs BWA
+142.9%
+166.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.4% |
| 7D | -0.3% | +4.3% | -4.5% | -1.0% |
| 30D | +3.1% | -2.9% | +6.0% | +3.6% |
| 3M | +2.4% | -12.4% | +14.8% | +4.5% |
| 6M | -17.1% | +28.6% | -45.6% | -21.9% |
| YTD | -9.1% | +48.2% | -57.3% | -17.4% |
| 1Y | -23.6% | +50.9% | -74.5% | -31.0% |
| 3Y | +38.8% | +72.2% | -33.3% | +19.4% |
| 5Y | +43.0% | +91.1% | -48.1% | +16.2% |
| 10Y | +309.1% | +144.0% | +165.1% | +182.2% |
| All | +309.1% | +142.9% | +166.2% | +182.2% |
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