+239.9%
TMUS vs AGI
+391.9%
-152.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.5% |
| 7D | +6.5% | -7.5% | +14.0% | +6.7% |
| 30D | +11.3% | -9.9% | +21.1% | +11.5% |
| 3M | -2.9% | -14.2% | +11.3% | -2.6% |
| 6M | -10.5% | -35.2% | +24.7% | -9.5% |
| YTD | -14.4% | -25.2% | +10.8% | -14.2% |
| 1Y | -17.9% | -14.3% | -3.6% | -18.1% |
| 3Y | +21.9% | +127.7% | -105.8% | +16.3% |
| 5Y | +52.1% | +243.4% | -191.3% | +42.3% |
| All | +239.9% | +391.9% | -152.0% | +218.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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