+42.0%
TMUS vs APD
+27.6%
+14.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.2% |
| 7D | +0.1% | -2.2% | +2.3% | +0.6% |
| 30D | +5.3% | +2.1% | +3.2% | +4.8% |
| 3M | +3.1% | +7.2% | -4.0% | +1.4% |
| 6M | -16.5% | +11.2% | -27.7% | -18.7% |
| YTD | -9.2% | +24.4% | -33.6% | -14.0% |
| 1Y | -26.5% | +6.7% | -33.1% | -27.9% |
| 3Y | +39.0% | +9.2% | +29.8% | +34.1% |
| All | +42.0% | +27.6% | +14.4% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling