+1,306.6%
AAPL vs TMUS
+235.5%
+1,071.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +5.0% | +9.5% | -4.5% | +1.6% |
| 30D | +3.5% | +13.8% | -10.3% | -1.6% |
| 3M | +13.1% | -4.6% | +17.6% | +14.0% |
| 6M | +19.0% | -11.7% | +30.7% | +22.6% |
| YTD | +28.5% | -15.4% | +43.9% | +33.4% |
| 1Y | +29.7% | -16.1% | +45.8% | +34.9% |
| 3Y | +89.2% | +20.5% | +68.8% | +61.1% |
| 5Y | +141.2% | +48.7% | +92.5% | +83.6% |
| 10Y | +1,306.6% | +240.8% | +1,065.8% | +729.0% |
| All | +1,306.6% | +235.5% | +1,071.1% | +729.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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