+640.1%
TMUS vs PM
+815.1%
-175.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +9.5% | -6.6% | +16.1% | +12.5% |
| 30D | +13.8% | -3.4% | +17.2% | +15.3% |
| 3M | -4.6% | +5.3% | -9.9% | -6.9% |
| 6M | -11.7% | +15.5% | -27.2% | -17.4% |
| YTD | -15.4% | +24.3% | -39.6% | -23.9% |
| 1Y | -16.1% | +29.7% | -45.8% | -26.1% |
| 3Y | +20.5% | +144.9% | -124.4% | -21.9% |
| 5Y | +48.7% | +159.0% | -110.3% | -7.8% |
| 10Y | +240.8% | +250.9% | -10.1% | +69.1% |
| All | +640.1% | +815.1% | -175.0% | +103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling