+240.8%
TMUS vs APA
+0.4%
+240.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +9.5% | -5.5% | +15.0% | +10.0% |
| 30D | +13.8% | -1.2% | +15.0% | +13.7% |
| 3M | -4.6% | +10.6% | -15.1% | -5.6% |
| 6M | -11.7% | +28.4% | -40.1% | -13.9% |
| YTD | -15.4% | +89.7% | -105.1% | -20.4% |
| 1Y | -16.1% | +90.6% | -106.7% | -21.2% |
| 3Y | +20.5% | +36.9% | -16.4% | +14.5% |
| 5Y | +48.7% | +83.2% | -34.5% | +34.8% |
| 10Y | +240.8% | -0.1% | +240.9% | +188.8% |
| All | +240.8% | +0.4% | +240.4% | +188.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling