-26.5%
TMUS vs APA
+94.6%
-121.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -3.4% |
| 7D | +0.1% | +0.5% | -0.5% | +0.1% |
| 30D | +5.3% | +23.4% | -18.1% | +5.1% |
| 3M | +3.1% | +12.7% | -9.6% | +2.9% |
| 6M | -16.5% | +39.4% | -55.9% | -15.1% |
| YTD | -9.2% | +79.0% | -88.1% | -5.9% |
| 1Y | -26.5% | +88.8% | -115.3% | -22.8% |
| All | -26.5% | +94.6% | -121.1% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling