+42.0%
TMUS vs P
+276.6%
-234.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.4% | -4.8% | -3.5% |
| 7D | +0.1% | +6.5% | -6.5% | -0.1% |
| 30D | +5.3% | +18.8% | -13.6% | +4.8% |
| 3M | +3.1% | +26.7% | -23.6% | +2.5% |
| 6M | -16.5% | +62.2% | -78.6% | -18.0% |
| YTD | -9.2% | +48.5% | -57.7% | -10.7% |
| 1Y | -26.5% | +26.4% | -52.9% | -27.6% |
| 3Y | +39.0% | +159.4% | -120.4% | +22.5% |
| All | +42.0% | +276.6% | -234.7% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling