+44.1%
TMUS vs PL
+84.9%
-40.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.4% |
| 7D | +0.1% | -9.3% | +9.4% | +0.2% |
| 30D | +5.3% | -18.9% | +24.2% | +5.5% |
| 3M | +3.1% | -58.4% | +61.5% | +4.3% |
| 6M | -16.5% | -30.3% | +13.9% | -16.6% |
| YTD | -9.2% | -8.1% | -1.0% | -10.1% |
| 1Y | -26.5% | +180.5% | -207.0% | -30.5% |
| 3Y | +39.0% | +444.1% | -405.1% | +23.7% |
| 5Y | +40.4% | +83.0% | -42.7% | +20.8% |
| All | +44.1% | +84.9% | -40.8% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling