+240.8%
TMUS vs APTV
-25.9%
+266.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +9.5% | -4.3% | +13.8% | +10.3% |
| 30D | +13.8% | -9.7% | +23.5% | +15.7% |
| 3M | -4.6% | -20.6% | +16.0% | -1.0% |
| 6M | -11.7% | -31.7% | +20.0% | -6.9% |
| YTD | -15.4% | -48.0% | +32.6% | -7.1% |
| 1Y | -16.1% | -52.1% | +35.9% | -6.6% |
| 3Y | +20.5% | -47.9% | +68.4% | +28.0% |
| 5Y | +48.7% | -76.9% | +125.7% | +84.2% |
| 10Y | +240.8% | -26.7% | +267.5% | +204.3% |
| All | +240.8% | -25.9% | +266.7% | +204.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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