-26.5%
TMUS vs APD
+6.0%
-32.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.3% |
| 7D | +0.1% | -2.2% | +2.3% | +0.4% |
| 30D | +5.3% | +2.1% | +3.2% | +5.0% |
| 3M | +3.1% | +7.2% | -4.0% | +2.7% |
| 6M | -16.5% | +11.2% | -27.7% | -17.3% |
| YTD | -9.2% | +24.4% | -33.6% | -11.3% |
| 1Y | -26.5% | +6.7% | -33.1% | -26.6% |
| All | -26.5% | +6.0% | -32.5% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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