+296.4%
ARM vs TMUS
+34.7%
+261.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.5% | +7.4% | +3.2% |
| 7D | +5.5% | +0.1% | +5.4% | +5.5% |
| 30D | -8.2% | +5.3% | -13.4% | -7.2% |
| 3M | -35.9% | +3.1% | -39.1% | -35.1% |
| 6M | +103.1% | -16.5% | +119.6% | +103.6% |
| YTD | +130.6% | -9.2% | +139.8% | +131.4% |
| 1Y | +86.1% | -26.5% | +112.6% | +90.8% |
| All | +296.4% | +34.7% | +261.8% | +237.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling