+617.6%
PLTR vs TMUS
+51.5%
+566.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | +4.7% | +4.9% | -0.2% | +3.8% |
| 30D | -16.4% | +7.7% | -24.1% | -17.8% |
| 3M | -6.2% | -6.8% | +0.6% | -4.9% |
| 6M | +29.2% | -9.7% | +38.9% | +31.2% |
| YTD | -5.5% | -15.0% | +9.5% | -3.2% |
| 1Y | -2.4% | -19.1% | +16.7% | +1.9% |
| 3Y | +752.3% | +21.4% | +730.9% | +549.1% |
| All | +617.6% | +51.5% | +566.1% | +379.8% |
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