+73.5%
BA vs TMUS
+304.9%
-231.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +2.2% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -11.6% | +5.3% | -16.9% | -13.6% |
| 3M | -2.4% | +3.1% | -5.5% | -4.6% |
| 6M | -6.6% | -16.5% | +9.8% | -1.2% |
| YTD | -2.2% | -9.2% | +6.9% | -0.7% |
| 1Y | -8.0% | -26.5% | +18.5% | +2.3% |
| 3Y | -5.0% | +39.0% | -44.0% | -25.7% |
| 5Y | -2.7% | +40.4% | -43.1% | -25.3% |
| All | +73.5% | +304.9% | -231.4% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 10y: compounded portfolio wealth divided by compounded TMUS 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…
10y analysis · Full analysis span regression · 6 months rolling