+240.6%
TMUS vs BX
+927.0%
-686.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.3% | -3.1% |
| 7D | +0.1% | -4.4% | +4.5% | +1.3% |
| 30D | +5.3% | +0.1% | +5.2% | +5.0% |
| 3M | +3.1% | +16.0% | -12.9% | -1.7% |
| 6M | -16.5% | +21.6% | -38.1% | -22.1% |
| YTD | -9.2% | -8.9% | -0.3% | -8.5% |
| 1Y | -26.5% | -16.6% | -9.9% | -24.3% |
| 3Y | +39.0% | +43.3% | -4.3% | +17.0% |
| 5Y | +40.4% | +25.7% | +14.7% | +16.1% |
| 10Y | +303.7% | +689.5% | -385.8% | +77.2% |
| All | +240.6% | +927.0% | -686.4% | -1.5% |
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 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