+162.2%
ARM vs TMUS
+19.1%
+143.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +0.9% | -14.0% | -12.8% |
| 7D | -27.1% | +9.0% | -36.2% | -25.3% |
| 30D | -44.9% | -3.2% | -41.7% | -44.6% |
| 3M | -39.3% | -6.9% | -32.4% | -39.3% |
| 6M | -20.2% | -16.4% | -3.7% | -20.7% |
| YTD | +52.5% | -19.6% | +72.2% | +51.3% |
| 1Y | +4.1% | -19.9% | +24.0% | +3.2% |
| 3Y | +211.7% | +14.5% | +197.2% | +177.0% |
| All | +162.2% | +19.1% | +143.0% | +120.5% |
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