+234.7%
TMUS vs BAH
+218.8%
+16.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.6% | +3.8% |
| 7D | +5.3% | -1.5% | +6.8% | +5.7% |
| 30D | +13.5% | +17.3% | -3.7% | +9.7% |
| 3M | -4.2% | +14.9% | -19.1% | -7.3% |
| 6M | -11.9% | +14.2% | -26.1% | -15.0% |
| YTD | -15.6% | +5.1% | -20.7% | -18.1% |
| 1Y | -16.8% | +2.1% | -18.9% | -18.9% |
| 3Y | +20.8% | -26.0% | +46.8% | +22.0% |
| 5Y | +48.0% | +9.0% | +39.1% | +29.3% |
| 10Y | +234.7% | +208.8% | +25.9% | +112.9% |
| All | +234.7% | +218.8% | +16.0% | +112.9% |
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