+52.1%
TMUS vs BX
0.0%
+52.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.2% | -0.3% |
| 7D | +6.5% | -1.1% | +7.6% | +6.7% |
| 30D | +11.3% | +8.8% | +2.4% | +9.9% |
| 3M | -2.9% | -18.3% | +15.4% | -0.3% |
| 6M | -10.5% | -1.5% | -9.0% | -10.7% |
| YTD | -14.4% | -19.9% | +5.5% | -12.2% |
| 1Y | -17.9% | -14.5% | -3.4% | -16.7% |
| 3Y | +21.9% | +32.3% | -10.4% | +11.3% |
| 5Y | +52.1% | -1.1% | +53.2% | +41.9% |
| All | +52.1% | 0.0% | +52.1% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling