+14.6%
TMUS vs AR
+20.9%
-6.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.0% |
| 7D | +9.0% | -11.7% | +20.7% | +9.4% |
| 30D | -3.2% | +1.8% | -5.1% | -3.3% |
| 3M | -6.9% | +6.0% | -12.9% | -7.1% |
| 6M | -16.4% | -7.0% | -9.4% | -16.4% |
| YTD | -19.6% | +5.6% | -25.2% | -19.8% |
| 1Y | -19.9% | +10.8% | -30.7% | -20.1% |
| All | +14.6% | +20.9% | -6.3% | +15.5% |
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