+51.8%
TMUS vs AA
-17.9%
+69.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | -0.6% |
| 7D | +4.9% | +0.5% | +4.4% | +4.9% |
| 30D | +7.7% | -0.6% | +8.3% | +7.7% |
| 3M | -6.8% | -19.7% | +12.9% | -6.2% |
| 6M | -9.7% | -41.6% | +31.9% | -8.2% |
| YTD | -15.0% | -24.6% | +9.7% | -14.9% |
| 1Y | -19.1% | +4.9% | -24.0% | -20.6% |
| 3Y | +21.4% | +66.8% | -45.4% | +12.0% |
| All | +51.8% | -17.9% | +69.7% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling