+326.1%
TMUS vs PR
+160.5%
+165.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.5% | +9.6% | +3.3% |
| 7D | +7.5% | -12.1% | +19.6% | +8.0% |
| 30D | -3.3% | +0.9% | -4.2% | -3.4% |
| 3M | -9.7% | +10.1% | -19.8% | -10.1% |
| 6M | -17.2% | +1.1% | -18.3% | -17.4% |
| YTD | -20.3% | +63.7% | -84.0% | -22.0% |
| 1Y | -21.2% | +87.0% | -108.2% | -23.3% |
| 3Y | +13.5% | +70.7% | -57.2% | +10.2% |
| 5Y | +36.5% | +246.8% | -210.3% | +27.4% |
| 10Y | +239.2% | +72.6% | +166.6% | +222.2% |
| All | +326.1% | +160.5% | +165.6% | +299.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling