+42.0%
TMUS vs AR
+143.7%
-101.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.4% |
| 7D | +0.1% | +2.5% | -2.4% | -0.1% |
| 30D | +5.3% | +14.8% | -9.5% | +4.4% |
| 3M | +3.1% | +6.2% | -3.1% | +2.7% |
| 6M | -16.5% | +4.3% | -20.7% | -16.8% |
| YTD | -9.2% | +14.4% | -23.5% | -10.0% |
| 1Y | -26.5% | +21.3% | -47.8% | -27.5% |
| 3Y | +39.0% | +39.8% | -0.8% | +34.3% |
| All | +42.0% | +143.7% | -101.7% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling