+37.7%
TMUS vs P
+237.3%
-199.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -16.4% | +17.3% | +0.9% |
| 7D | +9.0% | -31.9% | +40.9% | +9.2% |
| 30D | -3.2% | -36.5% | +33.3% | -3.0% |
| 3M | -6.9% | +11.6% | -18.5% | -7.7% |
| 6M | -16.4% | +25.2% | -41.6% | -17.6% |
| YTD | -19.6% | +39.4% | -59.1% | -21.3% |
| 1Y | -19.9% | -3.7% | -16.2% | -20.2% |
| 3Y | +14.5% | +167.3% | -152.8% | -0.6% |
| 5Y | +37.7% | +237.3% | -199.6% | +12.7% |
| All | +37.7% | +237.3% | -199.6% | +12.7% |
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