+20.5%
TMUS vs AGI
+143.0%
-122.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.6% | +0.2% |
| 7D | +9.5% | +13.9% | -4.4% | +9.5% |
| 30D | +13.8% | -6.2% | +20.0% | +13.7% |
| 3M | -4.6% | -6.9% | +2.4% | -4.7% |
| 6M | -11.7% | -28.7% | +17.0% | -11.6% |
| YTD | -15.4% | -19.8% | +4.4% | -15.6% |
| 1Y | -16.1% | -4.8% | -11.3% | -17.0% |
| 3Y | +20.5% | +144.3% | -123.8% | +15.5% |
| All | +20.5% | +143.0% | -122.5% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling