+613.0%
SPY vs TMUS
+309.7%
+303.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | -2.7% | +3.6% | -6.3% | -3.5% |
| 30D | -5.4% | -3.4% | -2.0% | -5.2% |
| 3M | -4.1% | -9.5% | +5.4% | -2.7% |
| 6M | +0.7% | -15.2% | +15.9% | +3.1% |
| YTD | +8.7% | -18.9% | +27.6% | +11.8% |
| 1Y | +10.9% | -17.7% | +28.6% | +13.6% |
| 3Y | +75.0% | +15.6% | +59.3% | +64.2% |
| 5Y | +67.8% | +38.9% | +28.9% | +50.1% |
| 10Y | +312.9% | +245.3% | +67.6% | +202.5% |
| All | +613.0% | +309.7% | +303.4% | +320.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling