+320.5%
TMUS vs AGI
+555.0%
-234.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.5% | -3.3% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | +5.3% | +18.2% | -13.0% | +4.1% |
| 3M | +3.1% | -4.1% | +7.3% | +3.1% |
| 6M | -16.5% | -28.7% | +12.3% | -15.1% |
| YTD | -9.2% | -4.0% | -5.2% | -9.7% |
| 1Y | -26.5% | +17.4% | -43.9% | -28.1% |
| 3Y | +39.0% | +203.0% | -164.0% | +26.6% |
| 5Y | +40.4% | +376.7% | -336.3% | +23.0% |
| 10Y | +303.7% | +407.5% | -103.8% | +237.9% |
| All | +320.5% | +555.0% | -234.6% | +203.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling