+22.2%
TMUS vs BAH
-27.1%
+49.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | +6.5% | -3.2% | +9.7% | +6.7% |
| 30D | +11.3% | +19.5% | -8.3% | +10.1% |
| 3M | -2.9% | +11.1% | -14.0% | -3.6% |
| 6M | -10.5% | +16.3% | -26.9% | -11.9% |
| YTD | -14.4% | +4.8% | -19.2% | -15.7% |
| 1Y | -17.9% | +4.9% | -22.8% | -19.2% |
| All | +22.2% | -27.1% | +49.3% | +23.3% |
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