-17.7%
TMUS vs AS
+0.9%
-18.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | +3.6% | +6.9% | -3.4% | +3.8% |
| 30D | -3.4% | +16.0% | -19.4% | -2.6% |
| 3M | -9.5% | -12.8% | +3.4% | -10.3% |
| 6M | -15.2% | -15.4% | +0.2% | -16.7% |
| YTD | -18.9% | -15.7% | -3.2% | -20.4% |
| 1Y | -17.7% | +6.1% | -23.8% | -15.5% |
| All | -17.7% | +0.9% | -18.6% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling