+501.7%
SPCX vs TMUS
-8.0%
+509.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.1% | +1.7% | +12.2% |
| 7D | +4.2% | +5.3% | -1.2% | +12.9% |
| 30D | -12.6% | +13.5% | -26.2% | +8.3% |
| 3M | +6.7% | -4.2% | +11.0% | -1.3% |
| 6M | +546.4% | -14.1% | +560.5% | +399.1% |
| YTD | +552.1% | -15.6% | +567.7% | +403.4% |
| 1Y | +453.2% | -16.8% | +469.9% | +327.1% |
| All | +501.7% | -8.0% | +509.7% | +378.1% |
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