+14.6%
TMUS vs PPL
+56.9%
-42.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | +9.0% | +1.0% | +8.0% | +8.7% |
| 30D | -3.2% | +6.8% | -10.0% | -5.1% |
| 3M | -6.9% | +3.9% | -10.7% | -8.0% |
| 6M | -16.4% | -2.0% | -14.4% | -15.9% |
| YTD | -19.6% | +5.3% | -24.9% | -21.3% |
| 1Y | -19.9% | +2.2% | -22.1% | -20.7% |
| All | +14.6% | +56.9% | -42.3% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling