+27.1%
BABA vs TMUS
+39.0%
-11.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.7% | +1.1% |
| 7D | -4.8% | +0.1% | -4.8% | -4.8% |
| 30D | -11.9% | +5.3% | -17.1% | -11.7% |
| 3M | -9.3% | +3.1% | -12.4% | -8.9% |
| 6M | -14.2% | -16.5% | +2.2% | -15.0% |
| YTD | -22.0% | -9.2% | -12.9% | -22.3% |
| 1Y | -12.7% | -26.5% | +13.8% | -12.5% |
| All | +27.1% | +39.0% | -11.9% | +16.1% |
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