+550.4%
TMUS vs AR
-32.8%
+583.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.0% |
| 7D | +9.0% | -11.7% | +20.7% | +9.7% |
| 30D | -3.2% | +1.8% | -5.1% | -3.4% |
| 3M | -6.9% | +6.0% | -12.9% | -7.2% |
| 6M | -16.4% | -7.0% | -9.4% | -16.3% |
| YTD | -19.6% | +5.6% | -25.2% | -20.1% |
| 1Y | -19.9% | +10.8% | -30.7% | -20.6% |
| 3Y | +14.5% | +19.3% | -4.8% | +12.0% |
| 5Y | +37.7% | +73.3% | -35.6% | +30.6% |
| 10Y | +242.2% | +47.6% | +194.7% | +231.2% |
| All | +550.4% | -32.8% | +583.2% | +606.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling