+22.2%
TMUS vs BX
+33.5%
-11.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.2% | -0.5% |
| 7D | +6.5% | -1.1% | +7.6% | +6.6% |
| 30D | +11.3% | +8.8% | +2.4% | +10.6% |
| 3M | -2.9% | -18.3% | +15.4% | -1.7% |
| 6M | -10.5% | -1.5% | -9.0% | -10.5% |
| YTD | -14.4% | -19.9% | +5.5% | -12.7% |
| 1Y | -17.9% | -14.5% | -3.4% | -16.9% |
| All | +22.2% | +33.5% | -11.3% | +26.9% |
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