+171.1%
SLV vs TMUS
+238.1%
-67.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | +5.1% | +3.6% | +1.5% | +4.9% |
| 30D | -12.9% | -3.4% | -9.5% | -12.8% |
| 3M | -16.1% | -9.5% | -6.6% | -15.7% |
| 6M | -33.2% | -15.2% | -18.0% | -32.7% |
| YTD | -27.2% | -18.9% | -8.3% | -26.6% |
| 1Y | +7.6% | -17.7% | +25.3% | +8.4% |
| 3Y | +122.3% | +15.6% | +106.7% | +112.6% |
| 5Y | +109.7% | +38.9% | +70.8% | +95.5% |
| All | +171.1% | +238.1% | -67.1% | +134.5% |
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