+317.8%
TMUS vs PH
+795.7%
-477.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -5.3% | 0.0% | -5.3% | -5.3% |
| 30D | +0.1% | -10.3% | +10.4% | +2.8% |
| 3M | -0.6% | +5.1% | -5.7% | -2.2% |
| 6M | -17.5% | +2.3% | -19.8% | -18.7% |
| YTD | -11.3% | +8.7% | -19.9% | -14.1% |
| 1Y | -25.4% | +26.8% | -52.2% | -31.0% |
| 3Y | +35.5% | +139.2% | -103.7% | +1.0% |
| 5Y | +41.9% | +251.1% | -209.2% | -8.8% |
| 10Y | +317.8% | +812.6% | -494.7% | +93.8% |
| All | +317.8% | +795.7% | -477.8% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PH 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling