+868.1%
TMUS vs BAH
+886.2%
-18.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.1% |
| 7D | +0.1% | -3.2% | +3.3% | +0.8% |
| 30D | +5.3% | +2.0% | +3.2% | +4.7% |
| 3M | +3.1% | -7.6% | +10.8% | +4.7% |
| 6M | -16.5% | -5.7% | -10.8% | -15.9% |
| YTD | -9.2% | -11.7% | +2.6% | -8.1% |
| 1Y | -26.5% | -27.4% | +0.9% | -22.4% |
| 3Y | +39.0% | -32.5% | +71.6% | +43.7% |
| 5Y | +40.4% | -3.3% | +43.7% | +28.3% |
| 10Y | +303.7% | +186.0% | +117.7% | +167.9% |
| All | +868.1% | +886.2% | -18.1% | +304.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling