+305.7%
TMUS vs AGI
+388.4%
-82.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | 0.0% |
| 7D | -5.8% | -5.4% | -0.4% | -5.6% |
| 30D | -0.2% | +6.6% | -6.9% | -0.5% |
| 3M | -4.0% | +8.2% | -12.2% | -4.3% |
| 6M | -18.1% | -29.3% | +11.2% | -17.3% |
| YTD | -11.3% | -7.4% | -4.0% | -11.6% |
| 1Y | -24.7% | +7.9% | -32.7% | -25.5% |
| 3Y | +35.4% | +206.2% | -170.8% | +27.7% |
| 5Y | +42.4% | +397.6% | -355.2% | +31.4% |
| All | +305.7% | +388.4% | -82.7% | +283.2% |
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