+1,370.8%
AMAT vs TMUS
+235.5%
+1,135.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -2.5% | +9.5% | -12.0% | -5.5% |
| 30D | -26.5% | +13.8% | -40.3% | -30.4% |
| 3M | -28.6% | -4.6% | -24.0% | -28.5% |
| 6M | -14.2% | -11.7% | -2.6% | -13.4% |
| YTD | +45.5% | -15.4% | +60.9% | +47.4% |
| 1Y | +59.3% | -16.1% | +75.5% | +61.8% |
| 3Y | +153.1% | +20.5% | +132.6% | +92.7% |
| 5Y | +158.2% | +48.7% | +109.4% | +68.1% |
| 10Y | +1,370.8% | +240.8% | +1,130.0% | +490.2% |
| All | +1,370.8% | +235.5% | +1,135.3% | +490.2% |
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