+307.3%
SPY vs TMUS
+260.7%
+46.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.8% | +1.2% |
| 7D | +0.1% | +5.3% | -5.3% | -1.4% |
| 30D | -3.3% | +13.5% | -16.9% | -7.1% |
| 3M | -2.4% | -4.2% | +1.8% | -2.0% |
| 6M | +2.6% | -11.9% | +14.5% | +4.8% |
| YTD | +11.2% | -15.6% | +26.8% | +14.4% |
| 1Y | +13.4% | -16.8% | +30.2% | +17.1% |
| 3Y | +79.9% | +20.8% | +59.1% | +56.5% |
| 5Y | +72.2% | +48.0% | +24.1% | +36.5% |
| 10Y | +307.3% | +234.7% | +72.6% | +146.5% |
| All | +307.3% | +260.7% | +46.6% | +146.5% |
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