+73.7%
AMAT vs TMUS
-15.5%
+89.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.8% | +4.2% | +7.0% |
| 7D | +7.0% | +8.2% | -1.2% | +11.4% |
| 30D | -20.6% | +13.4% | -34.0% | -14.1% |
| 3M | -24.8% | -3.0% | -21.7% | -24.8% |
| 6M | -10.7% | -8.8% | -2.0% | -10.2% |
| YTD | +54.3% | -13.8% | +68.1% | +55.5% |
| 1Y | +73.7% | -17.1% | +90.8% | +76.2% |
| All | +73.7% | -15.5% | +89.3% | +76.2% |
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 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