+892.4%
APP vs TMUS
+15.4%
+877.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.9% | +9.0% | +9.9% |
| 7D | +71.2% | +3.6% | +67.7% | +71.3% |
| 30D | +39.1% | -3.4% | +42.4% | +39.5% |
| 3M | +16.5% | -9.5% | +26.0% | +16.9% |
| 6M | -16.6% | -15.2% | -1.4% | -15.9% |
| YTD | -41.9% | -18.9% | -23.0% | -41.5% |
| 1Y | -37.0% | -17.7% | -19.3% | -37.0% |
| 3Y | +892.4% | +15.6% | +876.8% | +908.3% |
| All | +892.4% | +15.4% | +877.0% | +908.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling