+15.6%
TMUS vs AR
+19.9%
-4.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | +3.6% | -14.3% | +17.8% | +4.0% |
| 30D | -3.4% | +1.4% | -4.8% | -3.5% |
| 3M | -9.5% | +3.4% | -12.8% | -9.6% |
| 6M | -15.2% | -2.1% | -13.1% | -15.2% |
| YTD | -18.9% | +4.7% | -23.6% | -19.1% |
| 1Y | -17.7% | +10.6% | -28.3% | -17.9% |
| 3Y | +15.6% | +24.6% | -8.9% | +16.6% |
| All | +15.6% | +19.9% | -4.3% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling