+196.6%
AMD vs TMUS
+37.3%
+159.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.9% | -18.2% | -17.3% |
| 7D | -28.6% | +9.0% | -37.6% | -29.1% |
| 30D | -37.7% | -3.2% | -34.5% | -37.5% |
| 3M | -16.1% | -6.9% | -9.2% | -15.7% |
| 6M | +13.8% | -16.4% | +30.3% | +16.1% |
| YTD | +88.8% | -19.6% | +108.5% | +92.5% |
| 1Y | +57.8% | -19.9% | +77.7% | +60.8% |
| 3Y | +260.3% | +14.5% | +245.8% | +177.0% |
| 5Y | +196.6% | +37.7% | +158.9% | +100.8% |
| All | +196.6% | +37.3% | +159.3% | +100.8% |
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