+238.4%
TMUS vs P
+713.7%
-475.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.7% | +0.6% |
| 7D | +3.6% | -23.8% | +27.4% | +5.6% |
| 30D | -3.4% | -36.6% | +33.3% | -0.2% |
| 3M | -9.5% | +10.9% | -20.3% | -11.6% |
| 6M | -15.2% | +30.0% | -45.2% | -19.2% |
| YTD | -18.9% | +44.4% | -63.3% | -24.3% |
| 1Y | -17.7% | +3.9% | -21.6% | -20.8% |
| 3Y | +15.6% | +176.6% | -160.9% | -8.7% |
| 5Y | +38.9% | +249.3% | -210.4% | +2.3% |
| All | +238.4% | +713.7% | -475.3% | +116.6% |
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