+240.8%
TMUS vs PSX
+342.3%
-101.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +9.5% | -7.8% | +17.3% | +10.9% |
| 30D | +13.8% | -9.9% | +23.7% | +15.7% |
| 3M | -4.6% | +16.9% | -21.5% | -7.2% |
| 6M | -11.7% | +48.0% | -59.7% | -17.6% |
| YTD | -15.4% | +98.3% | -113.7% | -25.0% |
| 1Y | -16.1% | +86.2% | -102.3% | -25.0% |
| 3Y | +20.5% | +144.0% | -123.5% | +0.3% |
| 5Y | +48.7% | +287.7% | -239.0% | +9.6% |
| 10Y | +240.8% | +338.3% | -97.5% | +125.1% |
| All | +240.8% | +342.3% | -101.5% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling