-36.3%
BABA vs TMUS
-15.5%
-20.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -0.9% |
| 7D | -3.6% | +8.2% | -11.7% | -2.6% |
| 30D | -8.4% | +13.4% | -21.7% | -6.7% |
| 3M | -20.6% | -3.0% | -17.6% | -20.8% |
| 6M | -25.4% | -8.8% | -16.6% | -26.1% |
| YTD | -30.1% | -13.8% | -16.3% | -33.4% |
| 1Y | -36.3% | -17.1% | -19.2% | -40.5% |
| All | -36.3% | -15.5% | -20.8% | -40.5% |
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 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