+555.5%
AMZN vs TMUS
+309.7%
+245.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | -6.4% | +3.1% | -9.5% | -7.5% |
| 3M | +4.8% | +2.4% | +2.4% | +3.1% |
| 6M | +20.5% | -17.1% | +37.6% | +27.5% |
| YTD | +11.3% | -9.1% | +20.4% | +13.3% |
| 1Y | +9.0% | -23.6% | +32.6% | +18.2% |
| 3Y | +85.9% | +38.8% | +47.1% | +49.8% |
| 5Y | +45.8% | +43.0% | +2.8% | +15.0% |
| 10Y | +555.5% | +309.1% | +246.4% | +237.7% |
| All | +555.5% | +309.7% | +245.8% | +237.7% |
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