+3,847.4%
ANET vs TMUS
+330.9%
+3,516.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.9% | +2.7% | +4.6% |
| 7D | +3.0% | +0.4% | +2.6% | +2.9% |
| 30D | -5.2% | +3.5% | -8.7% | -6.6% |
| 3M | +27.6% | -1.3% | +28.9% | +26.3% |
| 6M | +44.4% | -13.6% | +58.0% | +50.0% |
| YTD | +52.3% | -8.8% | +61.1% | +53.5% |
| 1Y | +30.4% | -22.9% | +53.3% | +40.9% |
| 3Y | +313.3% | +36.7% | +276.5% | +223.1% |
| 5Y | +810.0% | +46.6% | +763.4% | +575.2% |
| All | +3,847.4% | +330.9% | +3,516.5% | +1,609.8% |
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 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