+15.8%
BABA vs TMUS
+260.7%
-244.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.1% | -7.9% | -4.7% |
| 7D | +3.8% | +5.3% | -1.5% | +2.5% |
| 30D | -5.4% | +13.5% | -18.9% | -8.3% |
| 3M | -17.9% | -4.2% | -13.7% | -17.8% |
| 6M | -24.1% | -11.9% | -12.2% | -22.6% |
| YTD | -27.4% | -15.6% | -11.9% | -25.8% |
| 1Y | -36.1% | -16.8% | -19.3% | -34.4% |
| 3Y | +35.4% | +20.8% | +14.6% | +18.0% |
| 5Y | -30.1% | +48.0% | -78.1% | -44.0% |
| 10Y | +15.8% | +234.7% | -218.9% | -30.5% |
| All | +15.8% | +260.7% | -244.9% | -30.5% |
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