+4.4%
TMUS vs AS
+134.9%
-130.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | +3.6% | +6.9% | -3.4% | +3.7% |
| 30D | -3.4% | +16.0% | -19.4% | -3.0% |
| 3M | -9.5% | -12.8% | +3.4% | -9.8% |
| 6M | -15.2% | -15.4% | +0.2% | -15.6% |
| YTD | -18.9% | -15.7% | -3.2% | -19.2% |
| 1Y | -17.7% | +6.1% | -23.8% | -17.6% |
| All | +4.4% | +134.9% | -130.4% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling