+214.2%
ARM vs TMUS
+26.9%
+187.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.9% |
| 7D | +19.8% | +6.5% | +13.3% | +21.6% |
| 30D | -21.8% | +11.3% | -33.0% | -19.2% |
| 3M | -26.5% | -2.9% | -23.6% | -25.8% |
| 6M | -3.9% | -10.5% | +6.6% | -3.1% |
| YTD | +82.8% | -14.4% | +97.2% | +83.9% |
| 1Y | +34.3% | -17.9% | +52.2% | +35.6% |
| 3Y | +282.2% | +21.9% | +260.3% | +245.2% |
| All | +214.2% | +26.9% | +187.3% | +168.1% |
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