+175.9%
SLV vs TMUS
+260.7%
-84.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.1% | -1.4% | +2.5% |
| 7D | +5.6% | +5.3% | +0.3% | +5.4% |
| 30D | -12.1% | +13.5% | -25.7% | -12.7% |
| 3M | -16.3% | -4.2% | -12.0% | -16.2% |
| 6M | -34.1% | -11.9% | -22.2% | -33.7% |
| YTD | -25.3% | -15.6% | -9.7% | -24.7% |
| 1Y | +9.6% | -16.8% | +26.4% | +10.5% |
| 3Y | +132.7% | +20.8% | +111.9% | +122.0% |
| 5Y | +113.7% | +48.0% | +65.6% | +98.2% |
| 10Y | +175.9% | +234.7% | -58.9% | +135.0% |
| All | +175.9% | +260.7% | -84.8% | +135.0% |
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