+803.3%
APP vs TMUS
+14.4%
+788.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +0.9% | +30.1% | +31.1% |
| 7D | +39.7% | +9.0% | +30.7% | +40.1% |
| 30D | +27.7% | -3.2% | +31.0% | +28.1% |
| 3M | -14.8% | -6.9% | -7.9% | -14.4% |
| 6M | -25.5% | -16.4% | -9.1% | -24.9% |
| YTD | -47.2% | -19.6% | -27.5% | -46.7% |
| 1Y | -42.3% | -19.9% | -22.4% | -41.9% |
| All | +803.3% | +14.4% | +788.9% | +817.6% |
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 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