-19.0%
PYPL vs TMUS
-27.1%
+8.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -2.9% |
| 7D | +2.4% | +0.1% | +2.3% | +2.5% |
| 30D | -5.1% | +5.3% | -10.4% | -5.6% |
| 3M | +28.6% | +3.1% | +25.4% | +27.8% |
| 6M | +17.9% | -16.5% | +34.4% | +18.2% |
| YTD | -5.3% | -9.2% | +3.9% | -3.8% |
| 1Y | -19.0% | -26.5% | +7.5% | -17.2% |
| All | -19.0% | -27.1% | +8.1% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling