-19.1%
TMUS vs BWA
+12.3%
-31.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +4.9% | +4.3% | +0.6% | +5.0% |
| 30D | +7.7% | -13.0% | +20.7% | +7.3% |
| 3M | -6.8% | -24.8% | +18.0% | -7.4% |
| 6M | -9.7% | -23.5% | +13.8% | -10.2% |
| YTD | -15.0% | +13.8% | -28.8% | -16.6% |
| 1Y | -19.1% | +13.4% | -32.6% | -20.7% |
| All | -19.1% | +12.3% | -31.4% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling