+20.8%
TMUS vs PSX
+149.8%
-129.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.0% | +1.2% | +3.9% |
| 7D | +5.3% | -8.0% | +13.4% | +5.9% |
| 30D | +13.5% | -9.0% | +22.6% | +14.2% |
| 3M | -4.2% | +24.7% | -29.0% | -5.5% |
| 6M | -11.9% | +49.3% | -61.2% | -13.9% |
| YTD | -15.6% | +100.2% | -115.8% | -18.2% |
| 1Y | -16.8% | +88.8% | -105.6% | -19.3% |
| 3Y | +20.8% | +152.5% | -131.7% | +13.9% |
| All | +20.8% | +149.8% | -129.0% | +13.9% |
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