+385.9%
TMUS vs PR
+169.5%
+216.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.4% |
| 7D | +0.1% | +2.9% | -2.8% | 0.0% |
| 30D | +5.3% | +18.0% | -12.8% | +4.6% |
| 3M | +3.1% | +16.9% | -13.7% | +2.4% |
| 6M | -16.5% | +28.2% | -44.7% | -17.3% |
| YTD | -9.2% | +69.3% | -78.5% | -11.1% |
| 1Y | -26.5% | +69.5% | -96.0% | -28.1% |
| 3Y | +39.0% | +81.7% | -42.7% | +34.7% |
| 5Y | +40.4% | +422.2% | -381.9% | +29.3% |
| 10Y | +303.7% | +110.4% | +193.3% | +285.1% |
| All | +385.9% | +169.5% | +216.4% | +355.3% |
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