+317.8%
TMUS vs PSX
+377.2%
-59.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | -5.3% | +1.8% | -7.1% | -5.6% |
| 30D | +0.1% | +21.6% | -21.6% | -3.2% |
| 3M | -0.6% | +46.5% | -47.1% | -7.0% |
| 6M | -17.5% | +62.0% | -79.6% | -24.3% |
| YTD | -11.3% | +106.3% | -117.6% | -21.9% |
| 1Y | -25.4% | +103.0% | -128.4% | -34.4% |
| 3Y | +35.5% | +135.5% | -100.0% | +13.5% |
| 5Y | +41.9% | +368.5% | -326.6% | -0.2% |
| 10Y | +317.8% | +386.6% | -68.7% | +156.8% |
| All | +317.8% | +377.2% | -59.4% | +156.8% |
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