+218.8%
TMUS vs BX
+815.3%
-596.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.0% |
| 7D | +4.9% | +0.6% | +4.3% | +4.7% |
| 30D | +7.7% | +14.2% | -6.5% | +3.5% |
| 3M | -6.8% | -18.7% | +12.0% | -1.7% |
| 6M | -9.7% | +2.5% | -12.2% | -11.4% |
| YTD | -15.0% | -18.8% | +3.9% | -11.9% |
| 1Y | -19.1% | -10.3% | -8.8% | -18.8% |
| 3Y | +21.4% | +35.4% | -14.0% | +3.5% |
| 5Y | +51.2% | +0.3% | +50.9% | +33.9% |
| 10Y | +240.2% | +668.4% | -428.2% | +49.5% |
| All | +218.8% | +815.3% | -596.4% | -5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling