+38.8%
TMUS vs AU
+624.5%
-585.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | +3.1% | +12.8% | -9.6% | +3.3% |
| 3M | +2.4% | +28.5% | -26.0% | +2.8% |
| 6M | -17.1% | +4.8% | -21.9% | -16.7% |
| YTD | -9.1% | +31.0% | -40.0% | -9.1% |
| 1Y | -23.6% | +81.4% | -105.0% | -24.4% |
| 3Y | +38.8% | +618.4% | -579.6% | +31.8% |
| All | +38.8% | +624.5% | -585.7% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling