+275.3%
TMUS vs APD
+615.1%
-339.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.6% |
| 7D | +3.6% | -3.7% | +7.2% | +5.4% |
| 30D | -3.4% | +9.6% | -13.0% | -7.6% |
| 3M | -9.5% | +1.6% | -11.1% | -10.3% |
| 6M | -15.2% | +2.2% | -17.4% | -16.7% |
| YTD | -18.9% | +25.9% | -44.8% | -28.5% |
| 1Y | -17.7% | +20.1% | -37.8% | -26.1% |
| 3Y | +15.6% | +12.4% | +3.2% | +2.3% |
| 5Y | +38.9% | +11.1% | +27.8% | +20.3% |
| 10Y | +245.3% | +190.1% | +55.1% | +55.7% |
| All | +275.3% | +615.1% | -339.8% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling