+41.0%
TMUS vs PH
+197.3%
-156.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.5% |
| 7D | +3.6% | +2.0% | +1.6% | +3.2% |
| 30D | -3.4% | -3.7% | +0.3% | -3.1% |
| 3M | -9.5% | -14.0% | +4.6% | -7.7% |
| 6M | -15.2% | +2.1% | -17.3% | -16.0% |
| YTD | -18.9% | +5.1% | -24.0% | -20.4% |
| 1Y | -17.7% | +10.9% | -28.6% | -20.0% |
| 3Y | +15.6% | +132.9% | -117.3% | -7.6% |
| All | +41.0% | +197.3% | -156.3% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling