+28.6%
TMUS vs PL
+28.1%
+0.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.4% | -9.5% | +0.8% |
| 7D | +3.6% | -6.8% | +10.4% | +3.6% |
| 30D | -3.4% | -29.3% | +25.9% | -3.1% |
| 3M | -9.5% | -44.8% | +35.3% | -9.0% |
| 6M | -15.2% | -68.4% | +53.2% | -14.1% |
| YTD | -18.9% | -36.4% | +17.4% | -19.6% |
| 1Y | -17.7% | +0.7% | -18.4% | -19.7% |
| 3Y | +15.6% | +455.3% | -439.7% | +0.6% |
| 5Y | +38.9% | +22.7% | +16.2% | +21.0% |
| All | +28.6% | +28.1% | +0.5% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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