+11,751.0%
AAPL vs TMUS
+359.0%
+11,392.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +0.9% | -1.7% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +3.0% | +5.3% | -2.3% | +1.7% |
| 3M | +2.9% | +3.1% | -0.2% | +1.7% |
| 6M | +22.1% | -16.5% | +38.6% | +26.5% |
| YTD | +18.0% | -9.2% | +27.2% | +19.6% |
| 1Y | +33.9% | -26.5% | +60.4% | +42.5% |
| 3Y | +71.2% | +39.0% | +32.2% | +54.4% |
| 5Y | +112.6% | +40.4% | +72.2% | +90.4% |
| 10Y | +1,198.8% | +303.7% | +895.1% | +822.8% |
| All | +11,751.0% | +359.0% | +11,392.0% | +7,161.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling