+41.0%
TMUS vs BAX
-63.7%
+104.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.8% |
| 7D | +3.6% | +12.1% | -8.6% | +2.1% |
| 30D | -3.4% | +7.6% | -11.0% | -4.3% |
| 3M | -9.5% | -4.5% | -5.0% | -9.1% |
| 6M | -15.2% | +52.0% | -67.2% | -19.7% |
| YTD | -18.9% | +35.1% | -54.1% | -22.8% |
| 1Y | -17.7% | +43.7% | -61.4% | -22.4% |
| 3Y | +15.6% | -20.9% | +36.6% | +17.1% |
| All | +41.0% | -63.7% | +104.7% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling