+142.7%
AMAT vs TMUS
+15.4%
+127.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +4.5% |
| 7D | -14.7% | +3.6% | -18.3% | -13.6% |
| 30D | -36.1% | -3.4% | -32.7% | -35.9% |
| 3M | -36.9% | -9.5% | -27.4% | -37.7% |
| 6M | -22.2% | -15.2% | -7.0% | -23.0% |
| YTD | +29.9% | -18.9% | +48.9% | +28.3% |
| 1Y | +43.3% | -17.7% | +61.0% | +41.5% |
| 3Y | +142.7% | +15.6% | +127.0% | +126.6% |
| All | +142.7% | +15.4% | +127.2% | +126.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling