+39.5%
TMUS vs AG
+260.2%
-220.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -3.5% |
| 7D | +0.1% | +1.0% | -0.9% | +0.1% |
| 30D | +5.3% | +19.2% | -13.9% | +5.6% |
| 3M | +3.1% | +6.2% | -3.0% | +3.4% |
| 6M | -16.5% | -26.7% | +10.2% | -16.4% |
| YTD | -9.2% | +26.1% | -35.3% | -9.0% |
| 1Y | -26.5% | +131.7% | -158.1% | -26.6% |
| All | +39.5% | +260.2% | -220.7% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling