+506.6%
APP vs TMUS
+35.6%
+471.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.8% | -3.6% |
| 7D | +61.1% | +9.5% | +51.6% | +57.8% |
| 30D | +42.8% | +13.8% | +29.0% | +37.8% |
| 3M | +16.7% | -4.6% | +21.2% | +17.6% |
| 6M | -15.6% | -11.7% | -3.9% | -13.6% |
| YTD | -41.3% | -15.4% | -25.9% | -40.1% |
| 1Y | -39.3% | -16.1% | -23.1% | -38.0% |
| 3Y | +803.2% | +20.5% | +782.7% | +617.5% |
| 5Y | +313.2% | +48.7% | +264.4% | +200.7% |
| All | +506.6% | +35.6% | +471.0% | +353.6% |
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