+1,361.6%
AAPL vs TMUS
+246.8%
+1,114.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.1% |
| 7D | +3.2% | +6.5% | -3.3% | +0.8% |
| 30D | +4.1% | +11.3% | -7.2% | -0.3% |
| 3M | +17.5% | -2.9% | +20.4% | +17.7% |
| 6M | +20.6% | -10.5% | +31.1% | +23.6% |
| YTD | +31.0% | -14.4% | +45.4% | +35.4% |
| 1Y | +30.2% | -17.9% | +48.1% | +36.8% |
| 3Y | +92.9% | +21.9% | +71.0% | +63.5% |
| 5Y | +142.4% | +52.1% | +90.3% | +82.7% |
| All | +1,361.6% | +246.8% | +1,114.8% | +750.8% |
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