+500.0%
APP vs TMUS
+30.0%
+470.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.9% | +9.0% | +9.6% |
| 7D | +71.2% | +3.6% | +67.7% | +69.8% |
| 30D | +39.1% | -3.4% | +42.4% | +39.7% |
| 3M | +16.5% | -9.5% | +26.0% | +19.0% |
| 6M | -16.6% | -15.2% | -1.4% | -13.7% |
| YTD | -41.9% | -18.9% | -23.0% | -40.2% |
| 1Y | -37.0% | -17.7% | -19.3% | -35.9% |
| 3Y | +892.4% | +15.6% | +876.8% | +696.0% |
| 5Y | +297.3% | +38.9% | +258.4% | +192.7% |
| All | +500.0% | +30.0% | +470.1% | +353.4% |
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