+309.1%
TMUS vs AG
+57.4%
+251.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | -0.3% | +4.5% | -4.7% | -0.4% |
| 30D | +3.1% | +12.9% | -9.7% | +2.7% |
| 3M | +2.4% | +20.9% | -18.5% | +1.6% |
| 6M | -17.1% | -19.5% | +2.5% | -16.7% |
| YTD | -9.1% | +24.8% | -33.9% | -10.7% |
| 1Y | -23.6% | +120.2% | -143.9% | -27.2% |
| 3Y | +38.8% | +279.0% | -240.2% | +26.4% |
| 5Y | +43.0% | +67.9% | -25.0% | +33.8% |
| 10Y | +309.1% | +57.5% | +251.6% | +293.3% |
| All | +309.1% | +57.4% | +251.7% | +293.3% |
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