-17.1%
TMUS vs PH
+16.8%
-33.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +2.0% |
| 7D | +8.2% | +6.9% | +1.3% | +9.4% |
| 30D | +13.4% | +1.7% | +11.7% | +13.5% |
| 3M | -3.0% | -8.1% | +5.1% | -4.0% |
| 6M | -8.8% | +11.5% | -20.3% | -6.8% |
| YTD | -13.8% | +11.4% | -25.2% | -10.3% |
| 1Y | -17.1% | +14.1% | -31.2% | -13.1% |
| All | -17.1% | +16.8% | -33.9% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling