+26.6%
BA vs TMUS
+235.5%
-208.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | 0.0% | +9.5% | -9.5% | -3.3% |
| 30D | -8.9% | +13.8% | -22.7% | -13.6% |
| 3M | -25.5% | -4.6% | -21.0% | -25.1% |
| 6M | -27.0% | -11.7% | -15.3% | -25.0% |
| YTD | -20.1% | -15.4% | -4.8% | -17.5% |
| 1Y | -11.0% | -16.1% | +5.1% | -7.7% |
| 3Y | -11.8% | +20.5% | -32.3% | -27.5% |
| 5Y | -20.6% | +48.7% | -69.4% | -42.4% |
| 10Y | +26.6% | +240.8% | -214.2% | -32.4% |
| All | +26.6% | +235.5% | -208.9% | -32.4% |
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