+42.0%
TMUS vs PR
+433.6%
-391.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.4% |
| 7D | +0.1% | +2.9% | -2.8% | -0.1% |
| 30D | +5.3% | +18.0% | -12.8% | +4.1% |
| 3M | +3.1% | +16.9% | -13.7% | +1.9% |
| 6M | -16.5% | +28.2% | -44.7% | -18.0% |
| YTD | -9.2% | +69.3% | -78.5% | -12.5% |
| 1Y | -26.5% | +69.5% | -96.0% | -29.3% |
| 3Y | +39.0% | +81.7% | -42.7% | +31.2% |
| All | +42.0% | +433.6% | -391.6% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling