+609.1%
TMUS vs PM
+824.3%
-215.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.6% |
| 7D | +3.6% | -5.2% | +8.8% | +5.8% |
| 30D | -3.4% | +2.7% | -6.1% | -4.6% |
| 3M | -9.5% | +5.2% | -14.7% | -11.6% |
| 6M | -15.2% | +17.0% | -32.2% | -21.1% |
| YTD | -18.9% | +25.5% | -44.4% | -27.3% |
| 1Y | -17.7% | +35.5% | -53.2% | -28.8% |
| 3Y | +15.6% | +143.9% | -128.3% | -24.8% |
| 5Y | +38.9% | +161.8% | -122.9% | -14.2% |
| 10Y | +245.3% | +235.9% | +9.3% | +75.7% |
| All | +609.1% | +824.3% | -215.2% | +94.3% |
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 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