-16.3%
TMUS vs BAH
+2.1%
-18.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.6% | +4.0% |
| 7D | +5.3% | -1.5% | +6.8% | +5.4% |
| 30D | +13.5% | +17.3% | -3.7% | +12.6% |
| 3M | -4.2% | +14.9% | -19.1% | -5.0% |
| 6M | -11.9% | +14.2% | -26.1% | -14.1% |
| YTD | -15.6% | +5.1% | -20.7% | -17.7% |
| All | -16.3% | +2.1% | -18.4% | -18.8% |
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 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