+21.9%
BABA vs TMUS
+21.2%
+0.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | 0.0% |
| 7D | -13.8% | +4.9% | -18.7% | -13.4% |
| 30D | -15.1% | +7.7% | -22.8% | -14.6% |
| 3M | -22.7% | -6.8% | -16.0% | -23.0% |
| 6M | -34.7% | -9.7% | -25.0% | -34.9% |
| YTD | -35.0% | -15.0% | -20.1% | -35.5% |
| 1Y | -40.4% | -19.1% | -21.3% | -40.9% |
| 3Y | +21.9% | +21.4% | +0.5% | +27.7% |
| All | +21.9% | +21.2% | +0.7% | +27.7% |
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 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