+244.6%
TMUS vs APA
+4.1%
+240.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +1.5% |
| 7D | +8.2% | +5.1% | +3.1% | +7.7% |
| 30D | +13.4% | +0.3% | +13.1% | +13.2% |
| 3M | -3.0% | +15.6% | -18.7% | -4.4% |
| 6M | -8.8% | +28.9% | -37.7% | -11.0% |
| YTD | -13.8% | +96.6% | -110.4% | -19.2% |
| 1Y | -17.1% | +95.5% | -112.6% | -22.2% |
| 3Y | +22.7% | +41.8% | -19.1% | +16.3% |
| 5Y | +52.8% | +85.4% | -32.6% | +38.4% |
| 10Y | +244.6% | +4.5% | +240.1% | +191.5% |
| All | +244.6% | +4.1% | +240.5% | +191.5% |
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 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