+317.5%
TMUS vs BX
+673.1%
-355.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.3% |
| 7D | +0.4% | -5.6% | +6.1% | +1.8% |
| 30D | +3.5% | -12.2% | +15.8% | +6.6% |
| 3M | -1.3% | +7.4% | -8.7% | -3.3% |
| 6M | -13.6% | +22.2% | -35.8% | -18.5% |
| YTD | -8.8% | -14.0% | +5.3% | -6.7% |
| 1Y | -22.9% | -27.3% | +4.4% | -17.8% |
| 3Y | +36.7% | +24.5% | +12.2% | +21.7% |
| 5Y | +46.6% | +18.9% | +27.7% | +25.3% |
| All | +317.5% | +673.1% | -355.6% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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