+275.3%
TMUS vs PH
+2,013.9%
-1,738.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | -0.3% |
| 7D | +3.6% | +2.0% | +1.6% | +2.6% |
| 30D | -3.4% | -3.7% | +0.3% | -2.5% |
| 3M | -9.5% | -14.0% | +4.6% | -4.4% |
| 6M | -15.2% | +2.1% | -17.3% | -17.3% |
| YTD | -18.9% | +5.1% | -24.0% | -22.7% |
| 1Y | -17.7% | +10.9% | -28.6% | -23.5% |
| 3Y | +15.6% | +132.9% | -117.3% | -26.8% |
| 5Y | +38.9% | +200.1% | -161.2% | -25.0% |
| 10Y | +245.3% | +783.8% | -538.5% | -8.1% |
| All | +275.3% | +2,013.9% | -1,738.6% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling