+295.9%
APP vs TMUS
+46.7%
+249.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.1% | +0.7% | +3.7% |
| 7D | +79.2% | +5.3% | +73.8% | +76.8% |
| 30D | +48.0% | +13.5% | +34.4% | +42.6% |
| 3M | +18.2% | -4.2% | +22.5% | +19.1% |
| 6M | -12.5% | -11.9% | -0.6% | -10.2% |
| YTD | -39.2% | -15.6% | -23.6% | -37.8% |
| 1Y | -33.9% | -16.8% | -17.1% | -32.2% |
| 3Y | +933.3% | +20.8% | +912.5% | +677.2% |
| 5Y | +295.9% | +48.0% | +247.8% | +170.4% |
| All | +295.9% | +46.7% | +249.1% | +170.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling