-8.8%
TMUS vs AME
+3.2%
-12.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +2.1% |
| 7D | +8.2% | +1.1% | +7.1% | +8.3% |
| 30D | +13.4% | -4.1% | +17.4% | +10.7% |
| 3M | -3.0% | -6.3% | +3.3% | -7.0% |
| 6M | -8.8% | +3.5% | -12.3% | -8.0% |
| All | -8.8% | +3.2% | -12.0% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 6mo: compounded portfolio wealth divided by compounded AME 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…
6mo analysis · Full analysis span regression · 6 months rolling