+244.6%
TMUS vs BAH
+211.3%
+33.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | +8.2% | -1.6% | +9.8% | +8.5% |
| 30D | +13.4% | +18.0% | -4.6% | +9.4% |
| 3M | -3.0% | +11.4% | -14.5% | -5.5% |
| 6M | -8.8% | +17.7% | -26.5% | -12.5% |
| YTD | -13.8% | +5.4% | -19.2% | -16.4% |
| 1Y | -17.1% | +2.8% | -19.8% | -19.3% |
| 3Y | +22.7% | -26.7% | +49.3% | +24.3% |
| 5Y | +52.8% | +8.1% | +44.8% | +33.9% |
| 10Y | +244.6% | +202.5% | +42.1% | +116.9% |
| All | +244.6% | +211.3% | +33.3% | +116.9% |
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