+40.7%
TMUS vs AUR
-34.9%
+75.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | 0.0% |
| 7D | -0.3% | +19.2% | -19.5% | -0.8% |
| 30D | +3.1% | -7.8% | +10.9% | +3.3% |
| 3M | +2.4% | +4.0% | -1.6% | +2.2% |
| 6M | -17.1% | +45.0% | -62.1% | -18.4% |
| YTD | -9.1% | +69.5% | -78.6% | -11.1% |
| 1Y | -23.6% | +13.0% | -36.6% | -24.3% |
| 3Y | +38.8% | +90.4% | -51.5% | +31.1% |
| 5Y | +43.0% | -34.2% | +77.1% | +34.7% |
| All | +40.7% | -34.9% | +75.6% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AUR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling