+41.0%
TMUS vs APA
+71.7%
-30.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.8% | +0.7% |
| 7D | +3.6% | -15.5% | +19.1% | +4.5% |
| 30D | -3.4% | +2.4% | -5.8% | -3.7% |
| 3M | -9.5% | +22.8% | -32.3% | -10.8% |
| 6M | -15.2% | +17.9% | -33.1% | -16.4% |
| YTD | -18.9% | +87.7% | -106.6% | -22.6% |
| 1Y | -17.7% | +94.2% | -111.9% | -21.6% |
| 3Y | +15.6% | +27.2% | -11.6% | +12.8% |
| All | +41.0% | +71.7% | -30.7% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling