+320.5%
TMUS vs BWA
+405.6%
-85.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.8% | -6.2% | -4.4% |
| 7D | +0.1% | +5.7% | -5.6% | -1.8% |
| 30D | +5.3% | +1.4% | +3.8% | +4.4% |
| 3M | +3.1% | -12.1% | +15.2% | +6.6% |
| 6M | -16.5% | +28.6% | -45.0% | -24.9% |
| YTD | -9.2% | +51.1% | -60.3% | -23.7% |
| 1Y | -26.5% | +55.9% | -82.4% | -39.2% |
| 3Y | +39.0% | +70.1% | -31.1% | +6.9% |
| 5Y | +40.4% | +90.7% | -50.3% | -0.9% |
| 10Y | +303.7% | +154.0% | +149.7% | +124.3% |
| All | +320.5% | +405.6% | -85.1% | +60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling