+1,162.1%
AMAT vs TMUS
+238.1%
+923.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.9% |
| 7D | -14.7% | +3.6% | -18.3% | -15.9% |
| 30D | -36.1% | -3.4% | -32.7% | -36.1% |
| 3M | -36.9% | -9.5% | -27.4% | -35.7% |
| 6M | -22.2% | -15.2% | -7.0% | -20.5% |
| YTD | +29.9% | -18.9% | +48.9% | +33.5% |
| 1Y | +43.3% | -17.7% | +61.0% | +45.5% |
| 3Y | +142.7% | +15.6% | +127.0% | +87.5% |
| 5Y | +126.2% | +38.9% | +87.3% | +52.3% |
| All | +1,162.1% | +238.1% | +923.9% | +437.6% |
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 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