+61.4%
AMAT vs TMUS
-20.4%
+81.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.4% | -1.5% |
| 7D | -11.2% | +7.5% | -18.7% | -7.0% |
| 30D | -31.9% | -3.3% | -28.6% | -31.7% |
| 3M | -32.3% | -9.7% | -22.7% | -34.7% |
| 6M | -5.4% | -17.2% | +11.8% | -9.4% |
| YTD | +44.3% | -20.3% | +64.6% | +38.5% |
| 1Y | +61.4% | -21.2% | +82.6% | +55.4% |
| All | +61.4% | -20.4% | +81.8% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling