+42.4%
TMUS vs AUR
-36.2%
+78.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | 0.0% |
| 7D | -5.8% | +0.2% | -5.9% | -5.8% |
| 30D | -0.2% | -8.9% | +8.7% | 0.0% |
| 3M | -4.0% | +4.6% | -8.6% | -4.2% |
| 6M | -18.1% | +44.9% | -63.0% | -19.4% |
| YTD | -11.3% | +64.8% | -76.2% | -13.3% |
| 1Y | -24.7% | +16.4% | -41.1% | -25.6% |
| 3Y | +35.4% | +85.1% | -49.7% | +27.9% |
| 5Y | +42.4% | -36.1% | +78.6% | +32.6% |
| All | +42.4% | -36.2% | +78.6% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling