+43.0%
TMUS vs APTV
-69.4%
+112.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +0.5% |
| 7D | -0.3% | +2.0% | -2.2% | -0.4% |
| 30D | +3.1% | -7.7% | +10.8% | +3.8% |
| 3M | +2.4% | -34.0% | +36.4% | +5.7% |
| 6M | -17.1% | -37.1% | +20.0% | -14.2% |
| YTD | -9.1% | -39.9% | +30.8% | -5.7% |
| 1Y | -23.6% | -44.4% | +20.8% | -20.3% |
| 3Y | +38.8% | -54.5% | +93.3% | +47.9% |
| 5Y | +43.0% | -69.1% | +112.1% | +57.4% |
| All | +43.0% | -69.4% | +112.4% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling