+218.5%
SLV vs TMUS
+306.4%
-87.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -1.0% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +6.7% | +5.3% | +1.4% | +6.3% |
| 3M | -10.7% | +3.1% | -13.8% | -11.0% |
| 6M | -20.6% | -16.5% | -4.1% | -19.7% |
| YTD | -7.1% | -9.2% | +2.0% | -6.8% |
| 1Y | +62.0% | -26.5% | +88.5% | +66.1% |
| 3Y | +169.8% | +39.0% | +130.8% | +154.0% |
| 5Y | +161.5% | +40.4% | +121.1% | +145.1% |
| All | +218.5% | +306.4% | -87.8% | +162.3% |
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