+12,888.8%
AAPL vs TMUS
+326.6%
+12,562.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | +1.5% |
| 7D | +3.7% | +5.3% | -1.7% | +2.4% |
| 30D | +4.2% | +13.5% | -9.4% | +0.9% |
| 3M | +12.0% | -4.2% | +16.3% | +12.5% |
| 6M | +19.8% | -11.9% | +31.7% | +22.1% |
| YTD | +29.3% | -15.6% | +44.9% | +32.6% |
| 1Y | +31.1% | -16.8% | +47.9% | +34.8% |
| 3Y | +94.9% | +20.8% | +74.1% | +80.9% |
| 5Y | +138.1% | +48.0% | +90.0% | +109.7% |
| 10Y | +1,276.0% | +234.7% | +1,041.2% | +912.9% |
| All | +12,888.8% | +326.6% | +12,562.2% | +7,952.6% |
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