+237.8%
TMUS vs AG
+76.0%
+161.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.6% |
| 7D | +4.9% | -10.0% | +14.9% | +5.2% |
| 30D | +7.7% | -10.5% | +18.2% | +8.0% |
| 3M | -6.8% | -27.3% | +20.5% | -6.2% |
| 6M | -9.7% | -43.0% | +33.3% | -8.5% |
| YTD | -15.0% | -17.9% | +3.0% | -15.5% |
| 1Y | -19.1% | +11.9% | -31.0% | -20.8% |
| 3Y | +21.4% | +201.8% | -180.4% | +11.3% |
| 5Y | +51.2% | -0.1% | +51.2% | +44.1% |
| All | +237.8% | +76.0% | +161.8% | +207.0% |
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