+43.6%
BAC vs TMUS
+309.7%
-266.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | -1.2% | +3.6% | -4.7% | -2.5% |
| 30D | -7.7% | -3.4% | -4.3% | -7.4% |
| 3M | -21.2% | -9.5% | -11.7% | -19.3% |
| 6M | -6.8% | -15.2% | +8.3% | -3.1% |
| YTD | -8.7% | -18.9% | +10.2% | -4.4% |
| 1Y | -5.3% | -17.7% | +12.4% | -1.5% |
| 3Y | +87.4% | +15.6% | +71.8% | +68.0% |
| 5Y | +18.9% | +38.9% | -20.0% | -2.2% |
| 10Y | +273.3% | +245.3% | +28.0% | +112.6% |
| All | +43.6% | +309.7% | -266.1% | -45.6% |
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