+552.9%
PLTR vs TMUS
+40.3%
+512.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.5% | -1.0% | -3.5% |
| 7D | -6.4% | +0.1% | -6.5% | -6.5% |
| 30D | +10.0% | +5.3% | +4.8% | +8.3% |
| 3M | +23.0% | +3.1% | +19.9% | +21.0% |
| 6M | +13.8% | -16.5% | +30.3% | +19.4% |
| YTD | -1.9% | -9.2% | +7.2% | -0.8% |
| 1Y | +11.6% | -26.5% | +38.1% | +23.2% |
| 3Y | +1,048.4% | +39.0% | +1,009.4% | +738.8% |
| All | +552.9% | +40.3% | +512.6% | +421.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling