+33.9%
TMUS vs PL
+46.6%
-12.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +14.5% | -10.4% | +4.0% |
| 7D | +5.3% | +10.9% | -5.5% | +5.2% |
| 30D | +13.5% | -16.4% | +29.9% | +13.7% |
| 3M | -4.2% | -39.9% | +35.7% | -3.8% |
| 6M | -11.9% | -63.2% | +51.3% | -10.9% |
| YTD | -15.6% | -27.1% | +11.6% | -16.3% |
| 1Y | -16.8% | +12.2% | -29.0% | -18.8% |
| 3Y | +20.8% | +584.3% | -563.5% | +4.5% |
| 5Y | +48.0% | +37.0% | +11.1% | +29.0% |
| All | +33.9% | +46.6% | -12.7% | +15.2% |
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