+38.8%
TMUS vs PSX
+138.7%
-99.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -0.3% | +2.8% | -3.1% | -0.4% |
| 30D | +3.1% | +27.8% | -24.6% | +1.6% |
| 3M | +2.4% | +42.0% | -39.6% | +0.3% |
| 6M | -17.1% | +58.1% | -75.2% | -19.2% |
| YTD | -9.1% | +105.0% | -114.1% | -12.1% |
| 1Y | -23.6% | +104.9% | -128.5% | -26.2% |
| 3Y | +38.8% | +134.1% | -95.2% | +29.6% |
| All | +38.8% | +138.7% | -99.8% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling