+645.0%
SPY vs TMUS
+359.0%
+286.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.4% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +0.1% | +5.3% | -5.2% | -1.1% |
| 3M | +2.0% | +3.1% | -1.1% | +0.8% |
| 6M | +13.0% | -16.5% | +29.5% | +16.6% |
| YTD | +13.5% | -9.2% | +22.7% | +14.7% |
| 1Y | +20.0% | -26.5% | +46.4% | +26.8% |
| 3Y | +77.2% | +39.0% | +38.2% | +60.6% |
| 5Y | +81.9% | +40.4% | +41.5% | +63.3% |
| 10Y | +314.1% | +303.7% | +10.4% | +195.0% |
| All | +645.0% | +359.0% | +286.0% | +331.0% |
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