+238.4%
TMUS vs ASX
+754.3%
-515.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.4% | -5.5% | +0.4% |
| 7D | +3.6% | -19.9% | +23.5% | +5.0% |
| 30D | -3.4% | -30.9% | +27.5% | -1.2% |
| 3M | -9.5% | -15.1% | +5.6% | -9.5% |
| 6M | -15.2% | -6.5% | -8.7% | -17.3% |
| YTD | -18.9% | +98.4% | -117.4% | -28.8% |
| 1Y | -17.7% | +107.9% | -125.6% | -28.3% |
| 3Y | +15.6% | +325.3% | -309.6% | -13.5% |
| 5Y | +38.9% | +447.3% | -408.4% | -4.0% |
| All | +238.4% | +754.3% | -515.8% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 10y: compounded portfolio wealth divided by compounded ASX 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…
10y analysis · Full analysis span regression · 6 months rolling