-31.3%
BABA vs TMUS
+40.3%
-71.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.7% | +1.8% |
| 7D | -4.8% | +0.1% | -4.8% | -4.8% |
| 30D | -11.9% | +5.3% | -17.1% | -12.7% |
| 3M | -9.3% | +3.1% | -12.4% | -10.0% |
| 6M | -14.2% | -16.5% | +2.2% | -11.9% |
| YTD | -22.0% | -9.2% | -12.9% | -21.4% |
| 1Y | -12.7% | -26.5% | +13.8% | -7.6% |
| 3Y | +26.7% | +39.0% | -12.4% | +3.7% |
| All | -31.3% | +40.3% | -71.6% | -46.7% |
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 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