+234.7%
TMUS vs BAX
-35.6%
+270.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.4% | +1.7% | +3.7% |
| 7D | +5.3% | +9.0% | -3.7% | +3.5% |
| 30D | +13.5% | +8.5% | +5.1% | +11.6% |
| 3M | -4.2% | -4.1% | -0.1% | -3.7% |
| 6M | -11.9% | +46.9% | -58.8% | -19.0% |
| YTD | -15.6% | +38.4% | -54.0% | -22.4% |
| 1Y | -16.8% | +47.0% | -63.8% | -24.7% |
| 3Y | +20.8% | -14.9% | +35.7% | +20.0% |
| 5Y | +48.0% | -62.5% | +110.5% | +86.0% |
| 10Y | +234.7% | -33.9% | +268.6% | +295.9% |
| All | +234.7% | -35.6% | +270.4% | +295.9% |
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 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