+42.6%
TMUS vs PSLV
+162.3%
-119.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -2.4% |
| 7D | -5.3% | +3.3% | -8.6% | -5.3% |
| 30D | +0.1% | +2.1% | -2.0% | +0.1% |
| 3M | -0.6% | +7.1% | -7.8% | -0.6% |
| 6M | -17.5% | -21.6% | +4.0% | -17.4% |
| YTD | -11.3% | -6.7% | -4.5% | -12.4% |
| 1Y | -25.4% | +59.3% | -84.7% | -28.5% |
| 3Y | +35.5% | +182.1% | -146.6% | +22.7% |
| All | +42.6% | +162.3% | -119.7% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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