-17.9%
TMUS vs PR
+76.2%
-94.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.6% |
| 7D | +6.5% | +6.7% | -0.2% | +6.6% |
| 30D | +11.3% | -6.1% | +17.4% | +11.1% |
| 3M | -2.9% | +6.9% | -9.7% | -3.4% |
| 6M | -10.5% | +14.6% | -25.1% | -11.5% |
| YTD | -14.4% | +66.1% | -80.5% | -12.5% |
| 1Y | -17.9% | +77.0% | -94.9% | -15.6% |
| All | -17.9% | +76.2% | -94.1% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling