+34.5%
BABA vs TMUS
+14.4%
+20.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.7% |
| 7D | +8.6% | +9.0% | -0.5% | +9.3% |
| 30D | -1.1% | -3.2% | +2.1% | -1.3% |
| 3M | -15.9% | -6.9% | -9.0% | -16.2% |
| 6M | -17.5% | -16.4% | -1.1% | -18.3% |
| YTD | -25.6% | -19.6% | -6.0% | -26.4% |
| 1Y | -33.8% | -19.9% | -13.9% | -34.6% |
| All | +34.5% | +14.4% | +20.1% | +40.7% |
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