+237.8%
TMUS vs PSX
+368.0%
-130.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | +4.9% | +7.8% | -2.9% | +3.6% |
| 30D | +7.7% | -10.9% | +18.6% | +9.7% |
| 3M | -6.8% | +14.5% | -21.3% | -9.1% |
| 6M | -9.7% | +56.1% | -65.8% | -16.5% |
| YTD | -15.0% | +109.6% | -124.5% | -25.4% |
| 1Y | -19.1% | +95.5% | -114.6% | -28.3% |
| 3Y | +21.4% | +156.2% | -134.8% | +0.2% |
| 5Y | +51.2% | +310.0% | -258.8% | +10.4% |
| All | +237.8% | +368.0% | -130.3% | +120.6% |
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