-16.3%
TMUS vs PM
+31.5%
-47.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.4% | +6.5% | +4.7% |
| 7D | +5.3% | -7.3% | +12.6% | +7.3% |
| 30D | +13.5% | -4.0% | +17.6% | +14.6% |
| 3M | -4.2% | +2.7% | -7.0% | -5.0% |
| 6M | -11.9% | +14.9% | -26.7% | -13.8% |
| YTD | -15.6% | +23.5% | -39.1% | -17.5% |
| All | -16.3% | +31.5% | -47.8% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling