+333.0%
APP vs TMUS
+40.3%
+292.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.5% | +5.7% | +3.2% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | -23.3% | +5.3% | -28.5% | -24.7% |
| 3M | -42.6% | +3.1% | -45.8% | -43.9% |
| 6M | -33.6% | -16.5% | -17.2% | -30.0% |
| YTD | -52.4% | -9.2% | -43.3% | -52.2% |
| 1Y | -35.9% | -26.5% | -9.4% | -28.4% |
| 3Y | +642.2% | +39.0% | +603.2% | +441.7% |
| All | +333.0% | +40.3% | +292.7% | +220.5% |
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