+244.6%
TMUS vs APD
+187.5%
+57.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.5% |
| 7D | +8.2% | -1.2% | +9.3% | +8.6% |
| 30D | +13.4% | +11.0% | +2.3% | +9.6% |
| 3M | -3.0% | +2.6% | -5.6% | -3.9% |
| 6M | -8.8% | +4.8% | -13.6% | -10.4% |
| YTD | -13.8% | +31.0% | -44.8% | -21.7% |
| 1Y | -17.1% | +23.4% | -40.5% | -23.3% |
| 3Y | +22.7% | +28.4% | -5.7% | +9.0% |
| 5Y | +52.8% | +15.2% | +37.6% | +38.3% |
| 10Y | +244.6% | +190.7% | +53.9% | +106.0% |
| All | +244.6% | +187.5% | +57.1% | +106.0% |
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