+1,237.1%
AAPL vs TMUS
+304.7%
+932.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.6% |
| 7D | -3.0% | -5.3% | +2.4% | -0.9% |
| 30D | +2.3% | +0.1% | +2.2% | +2.2% |
| 3M | +8.6% | -0.6% | +9.2% | +8.0% |
| 6M | +21.6% | -17.5% | +39.1% | +29.4% |
| YTD | +16.3% | -11.3% | +27.6% | +19.6% |
| 1Y | +35.1% | -25.4% | +60.4% | +48.8% |
| 3Y | +79.4% | +35.5% | +43.9% | +47.0% |
| 5Y | +109.8% | +41.9% | +67.9% | +66.4% |
| 10Y | +1,237.1% | +317.8% | +919.3% | +630.9% |
| All | +1,237.1% | +304.7% | +932.4% | +630.9% |
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