+237.8%
TMUS vs AU
+818.2%
-580.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | +4.9% | -7.2% | +12.1% | +5.0% |
| 30D | +7.7% | -2.9% | +10.6% | +7.7% |
| 3M | -6.8% | -8.7% | +1.9% | -6.7% |
| 6M | -9.7% | -14.1% | +4.5% | -9.6% |
| YTD | -15.0% | +4.8% | -19.7% | -15.6% |
| 1Y | -19.1% | +11.9% | -31.0% | -19.9% |
| 3Y | +21.4% | +513.8% | -492.4% | +12.4% |
| 5Y | +51.2% | +379.3% | -328.1% | +39.9% |
| All | +237.8% | +818.2% | -580.5% | +225.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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