+309.1%
TMUS vs BAX
-36.7%
+345.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.8% | +0.8% |
| 7D | -0.3% | -2.4% | +2.2% | +0.2% |
| 30D | +3.1% | -9.7% | +12.9% | +5.2% |
| 3M | +2.4% | +29.3% | -26.8% | -3.1% |
| 6M | -17.1% | +40.7% | -57.7% | -23.2% |
| YTD | -9.1% | +30.3% | -39.3% | -15.3% |
| 1Y | -23.6% | +3.4% | -27.0% | -25.3% |
| 3Y | +38.8% | -32.0% | +70.9% | +46.1% |
| 5Y | +43.0% | -66.9% | +109.8% | +85.9% |
| 10Y | +309.1% | -37.1% | +346.2% | +351.9% |
| All | +309.1% | -36.7% | +345.8% | +351.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BAX 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling