+238.4%
TMUS vs PR
+66.0%
+172.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.8% |
| 7D | +3.6% | -16.4% | +20.0% | +4.3% |
| 30D | -3.4% | -1.9% | -1.5% | -3.4% |
| 3M | -9.5% | +8.0% | -17.4% | -9.8% |
| 6M | -15.2% | +4.1% | -19.3% | -15.5% |
| YTD | -18.9% | +58.7% | -77.6% | -20.6% |
| 1Y | -17.7% | +75.8% | -93.5% | -19.7% |
| 3Y | +15.6% | +73.2% | -57.5% | +12.2% |
| 5Y | +38.9% | +230.1% | -191.2% | +29.6% |
| All | +238.4% | +66.0% | +172.4% | +228.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling