-17.7%
TMUS vs APA
+98.8%
-116.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.8% | +0.8% |
| 7D | +3.6% | -15.5% | +19.1% | +4.1% |
| 30D | -3.4% | +2.4% | -5.8% | -3.9% |
| 3M | -9.5% | +22.8% | -32.3% | -10.8% |
| 6M | -15.2% | +17.9% | -33.1% | -16.3% |
| YTD | -18.9% | +87.7% | -106.6% | -19.4% |
| 1Y | -17.7% | +94.2% | -111.9% | -17.6% |
| All | -17.7% | +98.8% | -116.5% | -17.6% |
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