+503.8%
APP vs TMUS
+37.2%
+466.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.1% | -2.6% |
| 7D | +10.6% | +6.5% | +4.1% | +8.9% |
| 30D | +44.6% | +11.3% | +33.3% | +40.4% |
| 3M | +29.6% | -2.9% | +32.5% | +30.0% |
| 6M | -19.8% | -10.5% | -9.2% | -18.2% |
| YTD | -41.6% | -14.4% | -27.2% | -40.6% |
| 1Y | -32.7% | -17.9% | -14.8% | -30.2% |
| 3Y | +799.0% | +21.9% | +777.2% | +612.2% |
| 5Y | +250.4% | +52.1% | +198.2% | +154.3% |
| All | +503.8% | +37.2% | +466.6% | +350.2% |
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