+5,571.6%
ANET vs TMUS
+468.0%
+5,103.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +3.0% | -0.3% | +3.3% | +3.0% |
| 30D | +3.3% | +3.1% | +0.2% | +1.9% |
| 3M | +24.7% | +2.4% | +22.2% | +21.5% |
| 6M | +46.7% | -17.1% | +63.8% | +54.5% |
| YTD | +48.8% | -9.1% | +57.9% | +50.0% |
| 1Y | +39.2% | -23.6% | +62.9% | +50.3% |
| 3Y | +296.9% | +38.8% | +258.1% | +215.4% |
| 5Y | +767.5% | +43.0% | +724.6% | +570.9% |
| 10Y | +3,734.5% | +309.1% | +3,425.4% | +1,744.0% |
| All | +5,571.6% | +468.0% | +5,103.5% | +2,232.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling