+239.9%
TMUS vs AA
+44.7%
+195.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.5% |
| 7D | +6.5% | +5.3% | +1.2% | +6.0% |
| 30D | +11.3% | -2.3% | +13.5% | +11.4% |
| 3M | -2.9% | -20.8% | +17.9% | -1.1% |
| 6M | -10.5% | -39.8% | +29.3% | -7.1% |
| YTD | -14.4% | -23.3% | +8.9% | -13.8% |
| 1Y | -17.9% | +1.8% | -19.7% | -19.8% |
| 3Y | +21.9% | +69.5% | -47.7% | +8.7% |
| 5Y | +52.1% | -18.0% | +70.1% | +42.8% |
| All | +239.9% | +44.7% | +195.2% | +150.2% |
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