-21.2%
TMUS vs PPL
+1.0%
-22.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +7.5% | +1.8% | +5.7% | +7.1% |
| 30D | -3.3% | +8.4% | -11.7% | -4.6% |
| 3M | -9.7% | +2.4% | -12.0% | -9.9% |
| 6M | -17.2% | -4.0% | -13.3% | -16.6% |
| YTD | -20.3% | +4.5% | -24.8% | -20.3% |
| 1Y | -21.2% | +1.7% | -22.9% | -20.9% |
| All | -21.2% | +1.0% | -22.2% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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