+66.0%
AMAT vs TMUS
-17.5%
+83.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.9% |
| 7D | +19.3% | +6.5% | +12.8% | +23.1% |
| 30D | -17.9% | +11.3% | -29.2% | -12.2% |
| 3M | -30.4% | -2.9% | -27.5% | -30.3% |
| 6M | -11.4% | -10.5% | -0.9% | -11.7% |
| YTD | +48.8% | -14.4% | +63.2% | +49.4% |
| 1Y | +66.0% | -17.9% | +83.9% | +67.3% |
| All | +66.0% | -17.5% | +83.5% | +67.3% |
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