+33.0%
TMUS vs BX
+25.6%
+7.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.3% | -2.1% |
| 7D | -5.3% | -5.7% | +0.3% | -4.9% |
| 30D | +0.1% | -8.9% | +9.0% | +0.8% |
| 3M | -0.6% | +8.4% | -9.0% | -1.3% |
| 6M | -17.5% | +18.9% | -36.5% | -18.9% |
| YTD | -11.3% | -13.6% | +2.4% | -9.8% |
| 1Y | -25.4% | -22.4% | -3.0% | -23.2% |
| All | +33.0% | +25.6% | +7.4% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling