+244.6%
TMUS vs AG
+72.5%
+172.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +3.0% | +1.9% |
| 7D | +8.2% | -4.0% | +12.2% | +8.3% |
| 30D | +13.4% | -13.1% | +26.4% | +13.7% |
| 3M | -3.0% | -22.0% | +19.0% | -2.6% |
| 6M | -8.8% | -37.3% | +28.5% | -7.8% |
| YTD | -13.8% | -11.2% | -2.7% | -14.6% |
| 1Y | -17.1% | +23.9% | -41.0% | -19.0% |
| 3Y | +22.7% | +225.1% | -202.5% | +12.2% |
| 5Y | +52.8% | +7.7% | +45.1% | +45.4% |
| 10Y | +244.6% | +86.9% | +157.7% | +210.7% |
| All | +244.6% | +72.5% | +172.2% | +210.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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