-24.7%
TMUS vs BX
-23.2%
-1.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.3% | -2.4% |
| 7D | -5.3% | -5.7% | +0.3% | -5.4% |
| 30D | +0.1% | -8.9% | +9.0% | 0.0% |
| 3M | -0.6% | +8.4% | -9.0% | -0.1% |
| 6M | -17.5% | +18.9% | -36.5% | -16.8% |
| YTD | -11.3% | -13.6% | +2.4% | -9.6% |
| All | -24.7% | -23.2% | -1.4% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling