+42.4%
TMUS vs AGG
-2.5%
+45.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -5.8% | -0.9% | -4.8% | -5.3% |
| 30D | -0.2% | -1.0% | +0.7% | +0.2% |
| 3M | -4.0% | -1.3% | -2.7% | -3.4% |
| 6M | -18.1% | -2.1% | -16.0% | -17.3% |
| YTD | -11.3% | -1.2% | -10.1% | -10.8% |
| 1Y | -24.7% | -0.5% | -24.3% | -24.6% |
| 3Y | +35.4% | +12.4% | +23.0% | +26.8% |
| 5Y | +42.4% | -2.4% | +44.8% | +32.6% |
| All | +42.4% | -2.5% | +45.0% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling