+106.9%
SLV vs TMUS
+38.7%
+68.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | +5.1% | +3.6% | +1.5% | +5.2% |
| 30D | -12.9% | -3.4% | -9.5% | -12.8% |
| 3M | -16.1% | -9.5% | -6.6% | -16.0% |
| 6M | -33.2% | -15.2% | -18.0% | -33.1% |
| YTD | -27.2% | -18.9% | -8.3% | -27.0% |
| 1Y | +7.6% | -17.7% | +25.3% | +7.8% |
| 3Y | +122.3% | +15.6% | +106.7% | +110.3% |
| All | +106.9% | +38.7% | +68.2% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling