+309.1%
TMUS vs AA
+121.7%
+187.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.2% |
| 7D | -0.3% | +1.7% | -1.9% | -0.4% |
| 30D | +3.1% | +3.3% | -0.2% | +2.7% |
| 3M | +2.4% | -29.4% | +31.8% | +5.2% |
| 6M | -17.1% | -12.8% | -4.3% | -16.8% |
| YTD | -9.1% | -2.1% | -6.9% | -10.2% |
| 1Y | -23.6% | +62.8% | -86.4% | -28.9% |
| 3Y | +38.8% | +90.5% | -51.6% | +22.9% |
| 5Y | +43.0% | +19.1% | +23.9% | +28.1% |
| 10Y | +309.1% | +124.8% | +184.3% | +174.5% |
| All | +309.1% | +121.7% | +187.4% | +174.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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