+448.7%
AXP vs TMUS
+238.1%
+210.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | +0.6% | +3.6% | -3.0% | -0.7% |
| 30D | +5.8% | -3.4% | +9.2% | +6.3% |
| 3M | -6.0% | -9.5% | +3.4% | -3.4% |
| 6M | +0.3% | -15.2% | +15.5% | +4.8% |
| YTD | -12.3% | -18.9% | +6.7% | -7.9% |
| 1Y | -11.2% | -17.7% | +6.5% | -7.6% |
| 3Y | +117.0% | +15.6% | +101.4% | +85.8% |
| 5Y | +93.2% | +38.9% | +54.3% | +48.6% |
| All | +448.7% | +238.1% | +210.5% | +195.4% |
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