-28.3%
BABA vs TMUS
+38.7%
-67.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | +11.6% | +3.6% | +8.1% | +11.2% |
| 30D | +2.3% | -3.4% | +5.7% | +2.4% |
| 3M | -13.7% | -9.5% | -4.2% | -12.9% |
| 6M | -21.9% | -15.2% | -6.7% | -20.5% |
| YTD | -24.6% | -18.9% | -5.7% | -23.1% |
| 1Y | -34.1% | -17.7% | -16.4% | -33.1% |
| 3Y | +36.3% | +15.6% | +20.6% | +14.9% |
| All | -28.3% | +38.7% | -67.0% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling