+328.1%
TMUS vs PH
+801.7%
-473.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | +3.1% | -10.8% | +13.9% | +6.1% |
| 3M | +2.4% | +8.5% | -6.0% | -0.1% |
| 6M | -17.1% | +3.9% | -21.0% | -18.6% |
| YTD | -9.1% | +9.4% | -18.5% | -12.1% |
| 1Y | -23.6% | +26.8% | -50.4% | -29.4% |
| 3Y | +38.8% | +140.8% | -102.0% | +3.3% |
| 5Y | +43.0% | +253.8% | -210.8% | -8.3% |
| All | +328.1% | +801.7% | -473.6% | +98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling