+240.8%
TMUS vs BAH
+210.6%
+30.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +9.5% | +0.5% | +9.0% | +9.4% |
| 30D | +13.8% | +18.2% | -4.4% | +9.8% |
| 3M | -4.6% | +13.1% | -17.6% | -7.3% |
| 6M | -11.7% | +15.2% | -26.9% | -15.0% |
| YTD | -15.4% | +6.0% | -21.4% | -18.0% |
| 1Y | -16.1% | +3.1% | -19.2% | -18.5% |
| 3Y | +20.5% | -26.2% | +46.7% | +21.9% |
| 5Y | +48.7% | +9.3% | +39.4% | +29.9% |
| 10Y | +240.8% | +212.3% | +28.5% | +114.8% |
| All | +240.8% | +210.6% | +30.2% | +114.8% |
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