-25.5%
APP vs TMUS
-16.0%
-9.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +0.9% | +30.1% | +31.1% |
| 7D | +39.7% | +9.0% | +30.7% | +41.7% |
| 30D | +27.7% | -3.2% | +31.0% | +28.5% |
| 3M | -14.8% | -6.9% | -7.9% | -14.1% |
| 6M | -25.5% | -16.4% | -9.1% | -22.8% |
| All | -25.5% | -16.0% | -9.6% | -22.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling