+16.0%
BABA vs TMUS
+304.9%
-289.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.7% | +2.2% |
| 7D | -4.8% | +0.1% | -4.8% | -4.8% |
| 30D | -11.9% | +5.3% | -17.1% | -13.2% |
| 3M | -9.3% | +3.1% | -12.4% | -10.6% |
| 6M | -14.2% | -16.5% | +2.2% | -10.8% |
| YTD | -22.0% | -9.2% | -12.9% | -21.1% |
| 1Y | -12.7% | -26.5% | +13.8% | -6.3% |
| 3Y | +26.7% | +39.0% | -12.4% | +6.7% |
| 5Y | -29.3% | +40.4% | -69.7% | -41.5% |
| All | +16.0% | +304.9% | -289.0% | -34.4% |
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