+244.6%
TMUS vs BAX
-35.7%
+280.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +8.2% | -0.6% | +8.8% | +8.3% |
| 30D | +13.4% | +6.3% | +7.1% | +11.8% |
| 3M | -3.0% | -4.6% | +1.5% | -2.4% |
| 6M | -8.8% | +50.4% | -59.2% | -16.5% |
| YTD | -13.8% | +38.0% | -51.9% | -20.8% |
| 1Y | -17.1% | +44.6% | -61.7% | -24.7% |
| 3Y | +22.7% | -15.1% | +37.8% | +21.9% |
| 5Y | +52.8% | -63.3% | +116.1% | +93.7% |
| 10Y | +244.6% | -34.4% | +279.0% | +298.0% |
| All | +244.6% | -35.7% | +280.4% | +298.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling