+185.4%
ARM vs TMUS
+25.4%
+160.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.5% |
| 7D | -10.4% | +9.5% | -19.9% | -8.2% |
| 30D | -31.8% | +13.8% | -45.6% | -29.2% |
| 3M | -32.2% | -4.6% | -27.7% | -31.8% |
| 6M | -14.9% | -11.7% | -3.2% | -14.4% |
| YTD | +66.0% | -15.4% | +81.4% | +66.7% |
| 1Y | +17.2% | -16.1% | +33.3% | +17.8% |
| 3Y | +247.2% | +20.5% | +226.7% | +212.9% |
| All | +185.4% | +25.4% | +160.0% | +143.0% |
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