+89.9%
SLV vs TMUS
+51.5%
+38.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.2% |
| 7D | -5.8% | +4.9% | -10.7% | -5.7% |
| 30D | -12.1% | +7.7% | -19.8% | -11.8% |
| 3M | -24.1% | -6.8% | -17.3% | -24.0% |
| 6M | -44.4% | -9.7% | -34.7% | -44.2% |
| YTD | -31.5% | -15.0% | -16.5% | -31.2% |
| 1Y | -6.9% | -19.1% | +12.2% | -6.2% |
| 3Y | +116.0% | +21.4% | +94.6% | +104.4% |
| All | +89.9% | +51.5% | +38.4% | +81.3% |
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