+15.6%
TMUS vs BAH
-26.3%
+41.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +1.2% |
| 7D | +3.6% | -3.5% | +7.1% | +3.8% |
| 30D | -3.4% | +24.3% | -27.6% | -4.6% |
| 3M | -9.5% | +16.3% | -25.8% | -10.4% |
| 6M | -15.2% | +13.6% | -28.8% | -16.3% |
| YTD | -18.9% | +3.5% | -22.4% | -20.1% |
| 1Y | -17.7% | +2.7% | -20.4% | -18.9% |
| 3Y | +15.6% | -26.6% | +42.2% | +16.6% |
| All | +15.6% | -26.3% | +41.9% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling