+1,007.8%
TMUS vs PSLV
+117.0%
+890.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.4% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +5.3% | +7.3% | -2.0% | +4.7% |
| 3M | +3.1% | -7.4% | +10.6% | +3.5% |
| 6M | -16.5% | -20.3% | +3.8% | -15.5% |
| YTD | -9.2% | -8.2% | -0.9% | -10.4% |
| 1Y | -26.5% | +57.9% | -84.4% | -31.3% |
| 3Y | +39.0% | +162.1% | -123.1% | +22.4% |
| 5Y | +40.4% | +151.2% | -110.8% | +23.3% |
| 10Y | +303.7% | +191.7% | +112.0% | +241.9% |
| All | +1,007.8% | +117.0% | +890.8% | +727.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling