+71.4%
BAC vs TMUS
+40.3%
+31.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.7% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -0.4% | +5.3% | -5.6% | -1.6% |
| 3M | +16.9% | +3.1% | +13.8% | +15.5% |
| 6M | +26.6% | -16.5% | +43.1% | +31.2% |
| YTD | +15.8% | -9.2% | +25.0% | +17.0% |
| 1Y | +27.2% | -26.5% | +53.6% | +36.5% |
| 3Y | +132.4% | +39.0% | +93.4% | +99.1% |
| All | +71.4% | +40.3% | +31.2% | +53.8% |
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