-16.3%
TMUS vs APA
+89.4%
-105.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.1% |
| 7D | +5.3% | -8.7% | +14.1% | +5.6% |
| 30D | +13.5% | -2.4% | +16.0% | +13.3% |
| 3M | -4.2% | +19.0% | -23.2% | -5.5% |
| 6M | -11.9% | +26.8% | -38.7% | -13.3% |
| YTD | -15.6% | +87.3% | -102.9% | -16.1% |
| All | -16.3% | +89.4% | -105.8% | -17.1% |
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