+28.2%
BABA vs TMUS
+523.9%
-495.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.7% | +2.2% |
| 7D | -4.8% | +0.1% | -4.8% | -4.8% |
| 30D | -11.9% | +5.3% | -17.1% | -13.2% |
| 3M | -9.3% | +3.1% | -12.4% | -10.7% |
| 6M | -14.2% | -16.5% | +2.2% | -10.7% |
| YTD | -22.0% | -9.2% | -12.9% | -21.1% |
| 1Y | -12.7% | -26.5% | +13.8% | -6.3% |
| 3Y | +26.7% | +39.0% | -12.4% | +7.6% |
| 5Y | -29.3% | +40.4% | -69.7% | -41.0% |
| 10Y | +21.2% | +303.7% | -282.5% | -30.2% |
| All | +28.2% | +523.9% | -495.7% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling