+275.3%
TMUS vs APA
-14.8%
+290.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.8% | +0.4% |
| 7D | +3.6% | -15.5% | +19.1% | +6.6% |
| 30D | -3.4% | +2.4% | -5.8% | -4.1% |
| 3M | -9.5% | +22.8% | -32.3% | -13.4% |
| 6M | -15.2% | +17.9% | -33.1% | -18.6% |
| YTD | -18.9% | +87.7% | -106.6% | -29.4% |
| 1Y | -17.7% | +94.2% | -111.9% | -28.9% |
| 3Y | +15.6% | +27.2% | -11.6% | +4.0% |
| 5Y | +38.9% | +74.1% | -35.2% | +10.3% |
| 10Y | +245.3% | +2.6% | +242.6% | +150.0% |
| All | +275.3% | -14.8% | +290.0% | +108.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling