+275.3%
TMUS vs AA
-40.3%
+315.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.3% |
| 7D | +3.6% | +0.9% | +2.7% | +3.3% |
| 30D | -3.4% | -6.7% | +3.3% | -2.1% |
| 3M | -9.5% | -16.3% | +6.9% | -6.7% |
| 6M | -15.2% | -37.1% | +21.9% | -8.3% |
| YTD | -18.9% | -25.0% | +6.1% | -17.1% |
| 1Y | -17.7% | +8.6% | -26.3% | -22.8% |
| 3Y | +15.6% | +57.2% | -41.6% | -7.6% |
| 5Y | +38.9% | -13.0% | +51.9% | +16.5% |
| 10Y | +245.3% | +65.5% | +179.7% | +87.1% |
| All | +275.3% | -40.3% | +315.6% | +170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling