-16.1%
TMUS vs BAH
+2.9%
-19.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | +9.5% | +0.5% | +9.0% | +9.4% |
| 30D | +13.8% | +18.2% | -4.4% | +12.7% |
| 3M | -4.6% | +13.1% | -17.6% | -5.3% |
| 6M | -11.7% | +15.2% | -26.9% | -14.0% |
| YTD | -15.4% | +6.0% | -21.4% | -17.6% |
| 1Y | -16.1% | +3.1% | -19.2% | -18.7% |
| All | -16.1% | +2.9% | -19.1% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling