+50.1%
PYPL vs TMUS
+248.1%
-198.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.4% |
| 7D | -1.2% | +8.2% | -9.4% | -4.7% |
| 30D | +6.1% | +13.4% | -7.2% | -0.3% |
| 3M | +1.1% | -3.0% | +4.1% | +1.1% |
| 6M | +32.7% | -8.8% | +41.5% | +35.4% |
| YTD | +2.8% | -13.8% | +16.6% | +6.8% |
| 1Y | -10.8% | -17.1% | +6.3% | -5.6% |
| 3Y | +9.8% | +22.7% | -12.9% | -11.4% |
| 5Y | -70.2% | +52.8% | -123.1% | -79.1% |
| 10Y | +50.1% | +244.6% | -194.6% | -27.1% |
| All | +50.1% | +248.1% | -198.0% | -27.1% |
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