+309.1%
TMUS vs BAH
+182.5%
+126.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -0.3% | -4.3% | +4.1% | +0.7% |
| 30D | +3.1% | -4.5% | +7.6% | +4.1% |
| 3M | +2.4% | -7.6% | +10.0% | +3.8% |
| 6M | -17.1% | -10.6% | -6.5% | -15.6% |
| YTD | -9.1% | -12.6% | +3.5% | -8.0% |
| 1Y | -23.6% | -27.0% | +3.4% | -19.7% |
| 3Y | +38.8% | -31.5% | +70.3% | +41.0% |
| 5Y | +43.0% | -3.8% | +46.8% | +26.8% |
| 10Y | +309.1% | +183.9% | +125.2% | +143.6% |
| All | +309.1% | +182.5% | +126.6% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling