+120.9%
SLV vs TMUS
+22.0%
+98.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.4% |
| 7D | -3.9% | +6.5% | -10.4% | -3.0% |
| 30D | -15.6% | +11.3% | -26.9% | -14.2% |
| 3M | -23.6% | -2.9% | -20.7% | -23.4% |
| 6M | -42.6% | -10.5% | -32.0% | -42.8% |
| YTD | -30.0% | -14.4% | -15.5% | -29.9% |
| 1Y | -6.6% | -17.9% | +11.3% | -6.7% |
| All | +120.9% | +22.0% | +98.9% | +157.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling