-1.4%
BAC vs TMUS
-18.1%
+16.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | +3.2% | +4.9% | -1.7% | +3.4% |
| 30D | -0.7% | +7.7% | -8.4% | -0.4% |
| 3M | -20.0% | -6.8% | -13.2% | -20.1% |
| 6M | +3.4% | -9.7% | +13.1% | +2.4% |
| YTD | -5.7% | -15.0% | +9.2% | -9.1% |
| 1Y | -1.4% | -19.1% | +17.7% | -4.7% |
| All | -1.4% | -18.1% | +16.7% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling