+174.6%
ARM vs TMUS
+20.2%
+154.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.9% | +5.0% |
| 7D | -15.2% | +3.6% | -18.8% | -14.3% |
| 30D | -40.7% | -3.4% | -37.3% | -40.4% |
| 3M | -39.1% | -9.5% | -29.6% | -39.4% |
| 6M | -26.4% | -15.2% | -11.2% | -26.7% |
| YTD | +59.7% | -18.9% | +78.7% | +58.8% |
| 1Y | +10.3% | -17.7% | +28.0% | +9.5% |
| 3Y | +228.9% | +15.6% | +213.2% | +192.4% |
| All | +174.6% | +20.2% | +154.4% | +131.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling