-81.0%
PYPL vs TMUS
+40.3%
-121.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.5% | +0.4% | -1.8% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | -4.9% | +5.3% | -10.1% | -6.7% |
| 3M | +28.9% | +3.1% | +25.7% | +26.3% |
| 6M | +18.2% | -16.5% | +34.7% | +25.4% |
| YTD | -5.0% | -9.2% | +4.1% | -2.9% |
| 1Y | -18.8% | -26.5% | +7.7% | -9.2% |
| 3Y | -12.6% | +39.0% | -51.6% | -33.9% |
| All | -81.0% | +40.3% | -121.3% | -85.4% |
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