+304.4%
TMUS vs AR
+52.0%
+252.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.4% |
| 7D | +0.1% | +2.5% | -2.4% | 0.0% |
| 30D | +5.3% | +14.8% | -9.5% | +4.6% |
| 3M | +3.1% | +6.2% | -3.1% | +2.8% |
| 6M | -16.5% | +4.3% | -20.7% | -16.7% |
| YTD | -9.2% | +14.4% | -23.5% | -9.9% |
| 1Y | -26.5% | +21.3% | -47.8% | -27.3% |
| 3Y | +39.0% | +39.8% | -0.8% | +35.4% |
| 5Y | +40.4% | +142.1% | -101.7% | +32.2% |
| All | +304.4% | +52.0% | +252.3% | +318.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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