-17.7%
TMUS vs APD
+24.7%
-42.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.2% |
| 7D | +3.6% | -3.7% | +7.2% | +4.3% |
| 30D | -3.4% | +9.6% | -13.0% | -4.7% |
| 3M | -9.5% | +1.6% | -11.1% | -9.5% |
| 6M | -15.2% | +2.2% | -17.4% | -14.8% |
| YTD | -18.9% | +25.9% | -44.8% | -21.9% |
| 1Y | -17.7% | +20.1% | -37.8% | -19.4% |
| All | -17.7% | +24.7% | -42.4% | -19.4% |
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