+317.5%
TMUS vs AGG
+14.2%
+303.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | +0.4% | -1.1% | +1.5% | +1.0% |
| 30D | +3.5% | -1.1% | +4.7% | +4.2% |
| 3M | -1.3% | -1.9% | +0.6% | -0.3% |
| 6M | -13.6% | -1.7% | -11.9% | -12.9% |
| YTD | -8.8% | -1.3% | -7.5% | -8.2% |
| 1Y | -22.9% | -0.7% | -22.1% | -22.6% |
| 3Y | +36.7% | +12.5% | +24.2% | +27.7% |
| 5Y | +46.6% | -2.5% | +49.1% | +47.6% |
| All | +317.5% | +14.2% | +303.3% | +298.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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