+761.7%
ANET vs TMUS
+41.4%
+720.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -1.3% | -5.8% | +4.5% | -0.4% |
| 30D | -4.5% | -0.2% | -4.3% | -4.6% |
| 3M | +24.5% | -4.0% | +28.5% | +24.6% |
| 6M | +35.4% | -18.1% | +53.5% | +40.4% |
| YTD | +44.2% | -11.3% | +55.6% | +46.0% |
| 1Y | +25.4% | -24.7% | +50.1% | +33.3% |
| 3Y | +284.8% | +35.4% | +249.4% | +203.0% |
| 5Y | +761.7% | +42.4% | +719.2% | +554.8% |
| All | +761.7% | +41.4% | +720.3% | +554.8% |
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