-17.1%
TMUS vs PM
+30.8%
-47.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.6% |
| 7D | +8.2% | -7.1% | +15.2% | +10.1% |
| 30D | +13.4% | -2.8% | +16.2% | +14.0% |
| 3M | -3.0% | +6.3% | -9.4% | -4.6% |
| 6M | -8.8% | +9.6% | -18.4% | -10.5% |
| YTD | -13.8% | +25.6% | -39.4% | -15.9% |
| 1Y | -17.1% | +29.7% | -46.7% | -19.2% |
| All | -17.1% | +30.8% | -47.9% | -19.2% |
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 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