+164.7%
SLV vs TMUS
+235.5%
-70.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.7% | -3.5% |
| 7D | +3.7% | +9.5% | -5.8% | +3.2% |
| 30D | -15.2% | +13.8% | -28.9% | -15.7% |
| 3M | -21.8% | -4.6% | -17.2% | -21.6% |
| 6M | -36.3% | -11.7% | -24.6% | -36.0% |
| YTD | -27.8% | -15.4% | -12.5% | -27.3% |
| 1Y | +1.5% | -16.1% | +17.6% | +2.3% |
| 3Y | +128.5% | +20.5% | +108.0% | +118.1% |
| 5Y | +103.2% | +48.7% | +54.5% | +88.4% |
| 10Y | +164.7% | +240.8% | -76.1% | +122.9% |
| All | +164.7% | +235.5% | -70.8% | +122.9% |
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