+37.7%
TMUS vs PL
+11.6%
+26.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -10.1% | +11.0% | +0.9% |
| 7D | +9.0% | -20.5% | +29.6% | +9.2% |
| 30D | -3.2% | -38.8% | +35.6% | -2.9% |
| 3M | -6.9% | -49.1% | +42.2% | -6.4% |
| 6M | -16.4% | -69.4% | +53.0% | -15.5% |
| YTD | -19.6% | -42.3% | +22.7% | -20.2% |
| 1Y | -19.9% | -14.2% | -5.7% | -21.6% |
| 3Y | +14.5% | +398.7% | -384.2% | -0.2% |
| 5Y | +37.7% | +11.1% | +26.5% | +21.1% |
| All | +37.7% | +11.6% | +26.1% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling