+38.8%
PYPL vs TMUS
+304.7%
-265.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -0.8% |
| 7D | -4.3% | -5.3% | +1.0% | -1.8% |
| 30D | -11.5% | +0.1% | -11.6% | -11.7% |
| 3M | +26.1% | -0.6% | +26.8% | +25.1% |
| 6M | +13.7% | -17.5% | +31.2% | +22.9% |
| YTD | -9.8% | -11.3% | +1.4% | -6.6% |
| 1Y | -22.1% | -25.4% | +3.3% | -12.0% |
| 3Y | -13.5% | +35.5% | -49.0% | -32.4% |
| 5Y | -81.6% | +41.9% | -123.5% | -86.2% |
| 10Y | +38.8% | +317.8% | -279.0% | -31.2% |
| All | +38.8% | +304.7% | -265.9% | -31.2% |
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 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