+238.4%
TMUS vs PM
+235.7%
+2.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.4% |
| 7D | +3.6% | -5.2% | +8.8% | +5.2% |
| 30D | -3.4% | +2.7% | -6.1% | -4.2% |
| 3M | -9.5% | +6.1% | -15.6% | -11.2% |
| 6M | -15.2% | +18.0% | -33.2% | -19.7% |
| YTD | -18.9% | +26.6% | -45.5% | -25.2% |
| 1Y | -17.7% | +36.7% | -54.4% | -26.0% |
| 3Y | +15.6% | +146.0% | -130.4% | -15.5% |
| 5Y | +38.9% | +164.1% | -125.2% | -2.1% |
| All | +238.4% | +235.7% | +2.7% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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