+237.8%
TMUS vs P
+652.0%
-414.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.5% |
| 7D | +4.9% | +11.6% | -6.7% | +4.0% |
| 30D | +7.7% | -23.7% | +31.4% | +9.6% |
| 3M | -6.8% | -8.0% | +1.2% | -7.2% |
| 6M | -9.7% | +27.9% | -37.6% | -13.5% |
| YTD | -15.0% | +61.2% | -76.1% | -21.3% |
| 1Y | -19.1% | +28.6% | -47.7% | -23.7% |
| 3Y | +21.4% | +200.5% | -179.1% | -4.6% |
| 5Y | +51.2% | +282.9% | -231.8% | +10.6% |
| All | +237.8% | +652.0% | -414.3% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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