-40.2%
AMAT vs TMUS
-7.8%
-32.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.9% | -14.5% | -13.2% |
| 7D | -24.3% | +9.0% | -33.3% | -21.1% |
| 30D | -39.8% | -3.2% | -36.6% | -38.3% |
| 3M | -40.2% | -6.9% | -33.3% | -39.4% |
| All | -40.2% | -7.8% | -32.4% | -39.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling