-24.7%
TMUS vs AU
+73.4%
-98.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | -0.4% |
| 7D | -5.8% | -7.0% | +1.2% | -6.3% |
| 30D | -0.2% | +7.3% | -7.5% | +0.5% |
| 3M | -4.0% | +33.2% | -37.2% | -1.5% |
| 6M | -18.1% | -0.6% | -17.5% | -17.5% |
| YTD | -11.3% | +26.2% | -37.5% | -9.0% |
| 1Y | -24.7% | +68.3% | -93.0% | -20.7% |
| All | -24.7% | +73.4% | -98.1% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling