+312.8%
SPY vs TMUS
+306.4%
+6.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.7% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +0.1% | +5.3% | -5.2% | -1.6% |
| 3M | +2.0% | +3.1% | -1.1% | +0.2% |
| 6M | +13.0% | -16.5% | +29.5% | +18.3% |
| YTD | +13.5% | -9.2% | +22.7% | +15.2% |
| 1Y | +20.0% | -26.5% | +46.4% | +30.6% |
| 3Y | +77.2% | +39.0% | +38.2% | +48.5% |
| 5Y | +81.9% | +40.4% | +41.5% | +49.9% |
| All | +312.8% | +306.4% | +6.5% | +140.6% |
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