+440.3%
AXP vs TMUS
+260.7%
+179.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | -0.5% |
| 7D | -1.1% | +5.3% | -6.5% | -3.0% |
| 30D | +5.2% | +13.5% | -8.3% | +0.1% |
| 3M | -4.6% | -4.2% | -0.3% | -3.9% |
| 6M | +3.2% | -11.9% | +15.1% | +6.3% |
| YTD | -11.3% | -15.6% | +4.2% | -8.3% |
| 1Y | -11.0% | -16.8% | +5.8% | -7.6% |
| 3Y | +120.2% | +20.8% | +99.4% | +85.4% |
| 5Y | +91.7% | +48.0% | +43.7% | +43.6% |
| 10Y | +440.3% | +234.7% | +205.6% | +191.9% |
| All | +440.3% | +260.7% | +179.6% | +191.9% |
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