-22.1%
BA vs TMUS
+38.7%
-60.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | +1.1% | +3.6% | -2.5% | +0.4% |
| 30D | -7.9% | -3.4% | -4.6% | -7.7% |
| 3M | -25.3% | -9.5% | -15.9% | -24.1% |
| 6M | -24.6% | -15.2% | -9.4% | -22.6% |
| YTD | -20.1% | -18.9% | -1.2% | -17.6% |
| 1Y | -11.8% | -17.7% | +5.9% | -9.4% |
| 3Y | -10.1% | +15.6% | -25.8% | -26.1% |
| All | -22.1% | +38.7% | -60.8% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling