+23.4%
BA vs TMUS
+246.8%
-223.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.5% |
| 7D | -0.6% | +6.5% | -7.1% | -2.9% |
| 30D | -8.0% | +11.3% | -19.3% | -12.0% |
| 3M | -25.8% | -2.9% | -22.9% | -25.8% |
| 6M | -27.6% | -10.5% | -17.0% | -26.0% |
| YTD | -21.0% | -14.4% | -6.6% | -18.7% |
| 1Y | -12.3% | -17.9% | +5.6% | -8.0% |
| 3Y | -12.8% | +21.9% | -34.6% | -28.6% |
| 5Y | -22.4% | +52.1% | -74.5% | -44.2% |
| All | +23.4% | +246.8% | -223.4% | -34.1% |
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