+272.0%
TMUS vs APD
+626.0%
-354.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +2.3% |
| 7D | +9.0% | -0.7% | +9.8% | +9.4% |
| 30D | -3.2% | +10.1% | -13.4% | -7.7% |
| 3M | -6.9% | +4.9% | -11.8% | -9.1% |
| 6M | -16.4% | +2.5% | -18.9% | -18.0% |
| YTD | -19.6% | +27.8% | -47.4% | -29.7% |
| 1Y | -19.9% | +32.9% | -52.8% | -31.8% |
| 3Y | +14.5% | +13.4% | +1.1% | +0.9% |
| 5Y | +37.7% | +12.8% | +24.9% | +18.4% |
| 10Y | +242.2% | +194.6% | +47.7% | +53.3% |
| All | +272.0% | +626.0% | -354.0% | -13.4% |
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 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