+22.2%
TMUS vs APA
+43.6%
-21.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.6% | -0.7% |
| 7D | +6.5% | +9.6% | -3.1% | +6.3% |
| 30D | +11.3% | -0.2% | +11.5% | +11.2% |
| 3M | -2.9% | +19.8% | -22.7% | -3.4% |
| 6M | -10.5% | +30.1% | -40.6% | -11.2% |
| YTD | -14.4% | +100.4% | -114.8% | -15.5% |
| 1Y | -17.9% | +105.2% | -123.1% | -18.9% |
| All | +22.2% | +43.6% | -21.4% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling