+3,057.0%
AMAT vs TMUS
+359.0%
+2,698.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.5% | +7.8% | +5.2% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -14.8% | +5.3% | -20.0% | -16.1% |
| 3M | -9.3% | +3.1% | -12.4% | -11.4% |
| 6M | +27.4% | -16.5% | +43.8% | +30.8% |
| YTD | +77.6% | -9.2% | +86.7% | +77.6% |
| 1Y | +188.9% | -26.5% | +215.4% | +204.6% |
| 3Y | +202.3% | +39.0% | +163.3% | +162.2% |
| 5Y | +248.9% | +40.4% | +208.5% | +200.6% |
| 10Y | +1,585.2% | +303.7% | +1,281.5% | +1,034.4% |
| All | +3,057.0% | +359.0% | +2,698.0% | +1,581.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling