+6,406.4%
AMD vs TMUS
+304.9%
+6,101.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.5% | +8.2% | +6.3% |
| 7D | +2.6% | +0.1% | +2.5% | +2.4% |
| 30D | -0.9% | +5.3% | -6.2% | -3.6% |
| 3M | -8.7% | +3.1% | -11.9% | -12.2% |
| 6M | +136.3% | -16.5% | +152.8% | +151.1% |
| YTD | +123.0% | -9.2% | +132.2% | +123.5% |
| 1Y | +195.2% | -26.5% | +221.7% | +231.6% |
| 3Y | +336.3% | +39.0% | +297.3% | +205.4% |
| 5Y | +334.5% | +40.4% | +294.1% | +197.2% |
| All | +6,406.4% | +304.9% | +6,101.5% | +1,950.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling