+42.8%
TMUS vs PSX
+342.1%
-299.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.6% | -3.5% |
| 7D | +0.1% | +4.5% | -4.5% | -0.3% |
| 30D | +5.3% | +26.6% | -21.4% | +3.0% |
| 3M | +3.1% | +39.3% | -36.1% | 0.0% |
| 6M | -16.5% | +56.8% | -73.3% | -19.8% |
| YTD | -9.2% | +101.8% | -111.0% | -14.6% |
| 1Y | -26.5% | +99.6% | -126.1% | -31.0% |
| 3Y | +39.0% | +140.3% | -101.3% | +25.8% |
| All | +42.8% | +342.1% | -299.3% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling