+51.8%
TMUS vs PM
+163.6%
-111.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | +4.9% | +0.5% | +4.4% | +4.7% |
| 30D | +7.7% | -3.2% | +10.9% | +8.6% |
| 3M | -6.8% | +6.2% | -13.0% | -8.4% |
| 6M | -9.7% | +7.7% | -17.4% | -11.6% |
| YTD | -15.0% | +27.3% | -42.2% | -20.5% |
| 1Y | -19.1% | +32.8% | -51.9% | -25.3% |
| 3Y | +21.4% | +150.0% | -128.6% | -7.3% |
| All | +51.8% | +163.6% | -111.8% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling