+369.6%
TMUS vs P
+485.4%
-115.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.4% | -4.8% | -3.6% |
| 7D | +0.1% | +6.5% | -6.5% | -0.6% |
| 30D | +5.3% | +18.8% | -13.6% | +3.2% |
| 3M | +3.1% | +26.7% | -23.6% | -0.1% |
| 6M | -16.5% | +62.2% | -78.6% | -21.8% |
| YTD | -9.2% | +48.5% | -57.7% | -14.6% |
| 1Y | -26.5% | +26.4% | -52.9% | -30.4% |
| 3Y | +39.0% | +159.4% | -120.4% | +12.5% |
| 5Y | +40.4% | +275.8% | -235.4% | +3.9% |
| 10Y | +303.7% | +732.0% | -428.3% | +147.9% |
| All | +369.6% | +485.4% | -115.7% | +188.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling