+641.4%
AXP vs TMUS
+306.1%
+335.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.6% |
| 7D | +0.4% | +9.0% | -8.6% | -2.2% |
| 30D | +7.0% | -3.2% | +10.3% | +7.4% |
| 3M | -6.6% | -6.9% | +0.3% | -5.4% |
| 6M | +3.5% | -16.4% | +19.9% | +7.5% |
| YTD | -11.2% | -19.6% | +8.5% | -7.4% |
| 1Y | -10.2% | -19.9% | +9.7% | -6.4% |
| 3Y | +120.0% | +14.5% | +105.5% | +102.5% |
| 5Y | +95.6% | +37.7% | +57.9% | +68.8% |
| 10Y | +468.1% | +242.2% | +225.9% | +273.6% |
| All | +641.4% | +306.1% | +335.3% | +274.8% |
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