-10.1%
BA vs TMUS
+15.4%
-25.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.5% |
| 7D | +1.1% | +3.6% | -2.5% | +1.1% |
| 30D | -7.9% | -3.4% | -4.6% | -7.9% |
| 3M | -25.3% | -9.5% | -15.9% | -25.2% |
| 6M | -24.6% | -15.2% | -9.4% | -24.5% |
| YTD | -20.1% | -18.9% | -1.2% | -19.9% |
| 1Y | -11.8% | -17.7% | +5.9% | -11.5% |
| 3Y | -10.1% | +15.6% | -25.8% | -18.0% |
| All | -10.1% | +15.4% | -25.6% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling