+1,587.5%
AMAT vs TMUS
+304.9%
+1,282.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.5% | +7.8% | +5.6% |
| 7D | -1.5% | +0.1% | -1.6% | -1.7% |
| 30D | -14.8% | +5.3% | -20.0% | -16.9% |
| 3M | -9.3% | +3.1% | -12.4% | -12.8% |
| 6M | +27.4% | -16.5% | +43.8% | +33.7% |
| YTD | +77.6% | -9.2% | +86.7% | +77.4% |
| 1Y | +188.9% | -26.5% | +215.4% | +219.5% |
| 3Y | +202.3% | +39.0% | +163.3% | +118.0% |
| 5Y | +248.9% | +40.4% | +208.5% | +145.6% |
| All | +1,587.5% | +304.9% | +1,282.6% | +577.1% |
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