+1,248.2%
PANW vs TMUS
+330.9%
+917.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.9% | -5.2% | -3.3% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | -14.6% | +3.5% | -18.1% | -15.8% |
| 3M | +18.3% | -1.3% | +19.6% | +17.6% |
| 6M | +100.5% | -13.6% | +114.1% | +108.0% |
| YTD | +79.5% | -8.8% | +88.3% | +81.7% |
| 1Y | +66.7% | -22.9% | +89.6% | +79.4% |
| 3Y | +161.2% | +36.7% | +124.5% | +115.7% |
| 5Y | +322.2% | +46.6% | +275.6% | +234.2% |
| All | +1,248.2% | +330.9% | +917.3% | +646.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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