+658.7%
AXP vs TMUS
+302.5%
+356.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.3% |
| 7D | +4.6% | +7.5% | -2.9% | +2.3% |
| 30D | +9.7% | -3.3% | +13.1% | +10.2% |
| 3M | -3.8% | -9.7% | +5.9% | -1.6% |
| 6M | +4.8% | -17.2% | +22.0% | +9.2% |
| YTD | -9.1% | -20.3% | +11.3% | -5.0% |
| 1Y | -6.7% | -21.2% | +14.5% | -2.3% |
| 3Y | +125.2% | +13.5% | +111.7% | +107.8% |
| 5Y | +105.0% | +36.5% | +68.5% | +77.4% |
| 10Y | +481.5% | +239.2% | +242.2% | +283.3% |
| All | +658.7% | +302.5% | +356.3% | +284.7% |
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