+48.7%
TMUS vs AR
+87.1%
-38.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.3% | +0.1% | +4.1% |
| 7D | +9.5% | -5.8% | +15.3% | +9.8% |
| 30D | +13.8% | +4.8% | +9.0% | +13.4% |
| 3M | -4.6% | +1.5% | -6.1% | -4.8% |
| 6M | -11.7% | +4.7% | -16.4% | -12.1% |
| YTD | -15.4% | +9.2% | -24.6% | -16.0% |
| 1Y | -16.1% | +11.2% | -27.3% | -16.9% |
| 3Y | +20.5% | +46.2% | -25.8% | +15.9% |
| 5Y | +48.7% | +98.1% | -49.3% | +40.4% |
| All | +48.7% | +87.1% | -38.4% | +40.4% |
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