+51.4%
PYPL vs TMUS
+392.9%
-341.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.5% | +0.4% | -1.4% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | -4.9% | +5.3% | -10.1% | -7.3% |
| 3M | +28.9% | +3.1% | +25.7% | +25.6% |
| 6M | +18.2% | -16.5% | +34.7% | +27.0% |
| YTD | -5.0% | -9.2% | +4.1% | -2.7% |
| 1Y | -18.8% | -26.5% | +7.7% | -7.7% |
| 3Y | -12.6% | +39.0% | -51.6% | -31.9% |
| 5Y | -80.8% | +40.4% | -121.2% | -85.3% |
| 10Y | +49.9% | +303.7% | -253.8% | -31.3% |
| All | +51.4% | +392.9% | -341.5% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling