+82.1%
BAC vs TMUS
+359.0%
-276.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +1.2% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -0.4% | +5.3% | -5.6% | -2.4% |
| 3M | +16.9% | +3.1% | +13.8% | +14.6% |
| 6M | +26.6% | -16.5% | +43.1% | +33.5% |
| YTD | +15.8% | -9.2% | +25.0% | +17.7% |
| 1Y | +27.2% | -26.5% | +53.6% | +39.4% |
| 3Y | +132.4% | +39.0% | +93.4% | +96.8% |
| 5Y | +72.6% | +40.4% | +32.2% | +43.1% |
| 10Y | +389.7% | +303.7% | +86.0% | +165.4% |
| All | +82.1% | +359.0% | -276.9% | -33.0% |
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