+407.0%
AXP vs TMUS
+244.6%
+162.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -0.1% | +4.9% | -5.0% | -1.9% |
| 30D | +4.4% | +7.7% | -3.3% | +1.3% |
| 3M | -6.4% | -6.8% | +0.4% | -4.8% |
| 6M | +4.2% | -9.7% | +13.8% | +6.3% |
| YTD | -12.4% | -15.0% | +2.6% | -9.6% |
| 1Y | -11.1% | -19.1% | +8.0% | -6.4% |
| 3Y | +114.9% | +21.4% | +93.4% | +80.6% |
| 5Y | +87.4% | +51.2% | +36.2% | +39.0% |
| All | +407.0% | +244.6% | +162.4% | +169.2% |
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 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