+320.5%
TMUS vs AA
-24.7%
+345.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.3% | -3.0% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | +5.3% | +5.0% | +0.3% | +3.9% |
| 3M | +3.1% | -35.8% | +39.0% | +11.8% |
| 6M | -16.5% | -18.4% | +1.9% | -14.9% |
| YTD | -9.2% | -5.5% | -3.7% | -11.1% |
| 1Y | -26.5% | +61.0% | -87.4% | -36.9% |
| 3Y | +39.0% | +66.2% | -27.2% | +10.2% |
| 5Y | +40.4% | +11.4% | +29.0% | +10.8% |
| 10Y | +303.7% | +116.9% | +186.8% | +105.3% |
| All | +320.5% | -24.7% | +345.2% | +189.7% |
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