+309.1%
TMUS vs PM
+196.3%
+112.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | -0.3% | -1.3% | +1.0% | +0.2% |
| 30D | +3.1% | -2.6% | +5.7% | +3.9% |
| 3M | +2.4% | +5.8% | -3.4% | +0.6% |
| 6M | -17.1% | +10.6% | -27.6% | -20.0% |
| YTD | -9.1% | +17.2% | -26.2% | -14.1% |
| 1Y | -23.6% | +17.6% | -41.3% | -28.1% |
| 3Y | +38.8% | +124.3% | -85.4% | +3.7% |
| 5Y | +43.0% | +125.1% | -82.1% | +5.4% |
| 10Y | +309.1% | +198.6% | +110.5% | +166.2% |
| All | +309.1% | +196.3% | +112.8% | +166.2% |
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