+238.5%
TMUS vs APD
+184.8%
+53.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +9.5% | -0.2% | +9.7% | +9.6% |
| 30D | +13.8% | +11.0% | +2.8% | +10.1% |
| 3M | -4.6% | +2.0% | -6.6% | -5.2% |
| 6M | -11.7% | +7.1% | -18.8% | -13.9% |
| YTD | -15.4% | +29.8% | -45.2% | -22.8% |
| 1Y | -16.1% | +24.0% | -40.2% | -22.6% |
| 3Y | +20.5% | +27.2% | -6.7% | +7.4% |
| 5Y | +48.7% | +12.8% | +36.0% | +35.7% |
| All | +238.5% | +184.8% | +53.6% | +102.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling