+17.0%
TMUS vs AS
+120.4%
-103.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.6% | -7.0% | -3.4% |
| 7D | +0.1% | -4.9% | +5.0% | 0.0% |
| 30D | +5.3% | -19.6% | +24.9% | +4.7% |
| 3M | +3.1% | -14.4% | +17.5% | +2.8% |
| 6M | -16.5% | -20.1% | +3.7% | -16.8% |
| YTD | -9.2% | -20.9% | +11.8% | -9.6% |
| 1Y | -26.5% | -21.9% | -4.6% | -26.8% |
| All | +17.0% | +120.4% | -103.4% | +19.4% |
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