+309.1%
TMUS vs APA
-0.7%
+309.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.1% |
| 7D | -0.3% | -1.7% | +1.4% | -0.1% |
| 30D | +3.1% | +15.7% | -12.6% | +1.8% |
| 3M | +2.4% | +16.5% | -14.0% | +1.0% |
| 6M | -17.1% | +35.1% | -52.2% | -19.5% |
| YTD | -9.1% | +82.2% | -91.3% | -14.0% |
| 1Y | -23.6% | +102.5% | -126.1% | -28.7% |
| 3Y | +38.8% | +10.3% | +28.5% | +34.7% |
| 5Y | +43.0% | +166.1% | -123.2% | +24.9% |
| 10Y | +309.1% | -4.9% | +314.0% | +247.5% |
| All | +309.1% | -0.7% | +309.8% | +247.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling