+641.8%
AXP vs TMUS
+359.0%
+282.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.3% | -0.1% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -6.5% | +5.3% | -11.8% | -8.0% |
| 3M | +4.6% | +3.1% | +1.5% | +3.0% |
| 6M | +5.4% | -16.5% | +21.9% | +10.0% |
| YTD | -11.1% | -9.2% | -2.0% | -10.0% |
| 1Y | -0.3% | -26.5% | +26.2% | +7.3% |
| 3Y | +111.6% | +39.0% | +72.6% | +85.0% |
| 5Y | +117.6% | +40.4% | +77.2% | +87.9% |
| 10Y | +474.1% | +303.7% | +170.4% | +261.4% |
| All | +641.8% | +359.0% | +282.8% | +264.2% |
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 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