-19.9%
TMUS vs PR
+80.0%
-99.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.9% | +5.8% | +0.9% |
| 7D | +9.0% | -16.5% | +25.6% | +9.1% |
| 30D | -3.2% | -4.5% | +1.3% | -3.7% |
| 3M | -6.9% | +8.5% | -15.4% | -7.8% |
| 6M | -16.4% | -3.3% | -13.1% | -16.9% |
| YTD | -19.6% | +55.7% | -75.3% | -19.0% |
| 1Y | -19.9% | +82.0% | -102.0% | -18.9% |
| All | -19.9% | +80.0% | -99.9% | -18.9% |
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