-35.3%
BABA vs TMUS
-20.4%
-14.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.8% | +5.3% |
| 7D | +4.3% | +7.5% | -3.2% | +5.4% |
| 30D | -5.0% | -3.3% | -1.7% | -5.5% |
| 3M | -18.4% | -9.7% | -8.7% | -19.4% |
| 6M | -20.3% | -17.2% | -3.1% | -22.4% |
| YTD | -27.5% | -20.3% | -7.2% | -31.3% |
| 1Y | -35.3% | -21.2% | -14.1% | -38.7% |
| All | -35.3% | -20.4% | -14.9% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling