+235.4%
TMUS vs PR
+62.9%
+172.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.9% | +5.8% | +1.1% |
| 7D | +9.0% | -16.5% | +25.6% | +9.8% |
| 30D | -3.2% | -4.5% | +1.3% | -3.1% |
| 3M | -6.9% | +8.5% | -15.4% | -7.3% |
| 6M | -16.4% | -3.3% | -13.1% | -16.5% |
| YTD | -19.6% | +55.7% | -75.3% | -21.2% |
| 1Y | -19.9% | +82.0% | -102.0% | -22.0% |
| 3Y | +14.5% | +62.5% | -47.9% | +11.4% |
| 5Y | +37.7% | +223.9% | -186.2% | +28.6% |
| All | +235.4% | +62.9% | +172.5% | +225.5% |
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