+275.3%
TMUS vs AG
+228.0%
+47.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.7% |
| 7D | +3.6% | +6.3% | -2.8% | +3.0% |
| 30D | -3.4% | -8.9% | +5.6% | -2.8% |
| 3M | -9.5% | -12.2% | +2.7% | -9.0% |
| 6M | -15.2% | -28.3% | +13.1% | -13.8% |
| YTD | -18.9% | -8.8% | -10.1% | -20.5% |
| 1Y | -17.7% | +39.4% | -57.1% | -22.6% |
| 3Y | +15.6% | +229.4% | -213.8% | -3.9% |
| 5Y | +38.9% | +14.5% | +24.4% | +24.6% |
| 10Y | +245.3% | +82.7% | +162.6% | +165.5% |
| All | +275.3% | +228.0% | +47.3% | +79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling