+9.7%
PYPL vs TMUS
+15.4%
-5.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +3.9% | +3.6% | +0.4% | +3.4% |
| 30D | +7.8% | -3.4% | +11.2% | +8.0% |
| 3M | -0.7% | -9.5% | +8.8% | +0.6% |
| 6M | +28.8% | -15.2% | +44.0% | +31.3% |
| YTD | +2.4% | -18.9% | +21.3% | +5.1% |
| 1Y | -9.6% | -17.7% | +8.1% | -7.4% |
| 3Y | +9.7% | +15.6% | -6.0% | +9.7% |
| All | +9.7% | +15.4% | -5.8% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling