+152.9%
TMUS vs PINS
-23.0%
+175.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -9.2% | +6.8% | -1.4% |
| 7D | -5.3% | -13.9% | +8.5% | -3.8% |
| 30D | +0.1% | -25.0% | +25.1% | +3.2% |
| 3M | -0.6% | -16.6% | +16.0% | +1.1% |
| 6M | -17.5% | -7.0% | -10.6% | -17.4% |
| YTD | -11.3% | -29.4% | +18.1% | -8.7% |
| 1Y | -25.4% | -49.9% | +24.5% | -20.5% |
| 3Y | +35.5% | -33.6% | +69.2% | +34.1% |
| 5Y | +41.9% | -66.8% | +108.7% | +48.5% |
| All | +152.9% | -23.0% | +175.9% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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