+94.9%
AAPL vs TMUS
+21.1%
+73.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | +2.0% |
| 7D | +3.7% | +5.3% | -1.7% | +3.0% |
| 30D | +4.2% | +13.5% | -9.4% | +2.6% |
| 3M | +12.0% | -4.2% | +16.3% | +12.4% |
| 6M | +19.8% | -11.9% | +31.7% | +20.9% |
| YTD | +29.3% | -15.6% | +44.9% | +30.6% |
| 1Y | +31.1% | -16.8% | +47.9% | +32.7% |
| 3Y | +94.9% | +20.8% | +74.1% | +94.9% |
| All | +94.9% | +21.1% | +73.7% | +94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling