+30.4%
ANET vs TMUS
-22.5%
+52.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.9% | +2.7% | +6.6% |
| 7D | +3.0% | +0.4% | +2.6% | +3.1% |
| 30D | -5.2% | +3.5% | -8.7% | -3.9% |
| 3M | +27.6% | -1.3% | +28.9% | +28.8% |
| 6M | +44.4% | -13.6% | +58.0% | +37.1% |
| YTD | +52.3% | -8.8% | +61.1% | +49.1% |
| 1Y | +30.4% | -22.9% | +53.3% | +9.8% |
| All | +30.4% | -22.5% | +52.9% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling