+117.1%
AMAT vs TMUS
+37.3%
+79.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.9% | -14.5% | -13.6% |
| 7D | -24.3% | +9.0% | -33.3% | -24.3% |
| 30D | -39.8% | -3.2% | -36.6% | -39.6% |
| 3M | -40.2% | -6.9% | -33.3% | -40.0% |
| 6M | -22.1% | -16.4% | -5.7% | -21.2% |
| YTD | +24.7% | -19.6% | +44.3% | +26.3% |
| 1Y | +33.3% | -19.9% | +53.2% | +35.0% |
| 3Y | +133.9% | +14.5% | +119.3% | +86.6% |
| 5Y | +117.1% | +37.7% | +79.4% | +55.1% |
| All | +117.1% | +37.3% | +79.7% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling