+315.5%
TMUS vs P
+449.6%
-134.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -16.4% | +17.3% | +2.3% |
| 7D | +9.0% | -31.9% | +40.9% | +12.4% |
| 30D | -3.2% | -36.5% | +33.3% | +0.1% |
| 3M | -6.9% | +11.6% | -18.5% | -9.3% |
| 6M | -16.4% | +25.2% | -41.6% | -20.3% |
| YTD | -19.6% | +39.4% | -59.1% | -24.9% |
| 1Y | -19.9% | -3.7% | -16.2% | -22.4% |
| 3Y | +14.5% | +167.3% | -152.8% | -9.2% |
| 5Y | +37.7% | +237.3% | -199.6% | +2.2% |
| 10Y | +242.2% | +698.6% | -456.4% | +108.6% |
| All | +315.5% | +449.6% | -134.2% | +154.0% |
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