+199.0%
AMD vs TMUS
+38.7%
+160.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.9% | +10.2% | +11.0% |
| 7D | -11.0% | +3.6% | -14.6% | -11.3% |
| 30D | -30.5% | -3.4% | -27.1% | -30.2% |
| 3M | -8.2% | -9.5% | +1.2% | -7.3% |
| 6M | +6.6% | -15.2% | +21.7% | +8.5% |
| YTD | +109.7% | -18.9% | +128.6% | +113.8% |
| 1Y | +88.9% | -17.7% | +106.6% | +91.0% |
| 3Y | +301.8% | +15.6% | +286.2% | +206.7% |
| All | +199.0% | +38.7% | +160.3% | +103.4% |
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 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