+43.0%
TMUS vs AGI
+390.0%
-347.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | -0.3% | +4.4% | -4.6% | -0.4% |
| 30D | +3.1% | +10.0% | -6.8% | +2.7% |
| 3M | +2.4% | +1.7% | +0.7% | +2.2% |
| 6M | -17.1% | -26.8% | +9.7% | -16.0% |
| YTD | -9.1% | -5.3% | -3.7% | -9.6% |
| 1Y | -23.6% | +11.5% | -35.1% | -25.2% |
| 3Y | +38.8% | +212.9% | -174.1% | +22.8% |
| 5Y | +43.0% | +388.8% | -345.8% | +20.9% |
| All | +43.0% | +390.0% | -347.1% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling