+234.7%
TMUS vs PM
+228.8%
+6.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.4% | +6.5% | +4.9% |
| 7D | +5.3% | -7.3% | +12.6% | +7.8% |
| 30D | +13.5% | -4.0% | +17.6% | +14.9% |
| 3M | -4.2% | +2.7% | -7.0% | -5.2% |
| 6M | -11.9% | +14.9% | -26.7% | -15.9% |
| YTD | -15.6% | +23.5% | -39.1% | -21.6% |
| 1Y | -16.8% | +30.4% | -47.1% | -24.2% |
| 3Y | +20.8% | +143.2% | -122.4% | -11.9% |
| 5Y | +48.0% | +159.5% | -111.4% | +4.3% |
| 10Y | +234.7% | +234.7% | +0.1% | +115.7% |
| All | +234.7% | +228.8% | +6.0% | +115.7% |
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