+35.4%
BABA vs TMUS
+21.1%
+14.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.1% | -7.9% | -3.4% |
| 7D | +3.8% | +5.3% | -1.5% | +4.2% |
| 30D | -5.4% | +13.5% | -18.9% | -4.3% |
| 3M | -17.9% | -4.2% | -13.7% | -18.1% |
| 6M | -24.1% | -11.9% | -12.2% | -24.4% |
| YTD | -27.4% | -15.6% | -11.9% | -28.0% |
| 1Y | -36.1% | -16.8% | -19.3% | -36.5% |
| 3Y | +35.4% | +20.8% | +14.6% | +42.4% |
| All | +35.4% | +21.1% | +14.2% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling