-17.7%
TMUS vs P
-0.9%
-16.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.7% | +1.3% |
| 7D | +3.6% | -23.8% | +27.4% | +0.8% |
| 30D | -3.4% | -36.6% | +33.3% | -7.3% |
| 3M | -9.5% | +10.9% | -20.3% | -8.4% |
| 6M | -15.2% | +30.0% | -45.2% | -11.9% |
| YTD | -18.9% | +44.4% | -63.3% | -14.7% |
| 1Y | -17.7% | +3.9% | -21.6% | -13.3% |
| All | -17.7% | -0.9% | -16.8% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling