+1,236.5%
TMUS vs PSX
+1,139.4%
+97.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.6% | -3.5% |
| 7D | +0.1% | +4.5% | -4.5% | -0.8% |
| 30D | +5.3% | +26.6% | -21.4% | +0.3% |
| 3M | +3.1% | +39.3% | -36.1% | -3.7% |
| 6M | -16.5% | +56.8% | -73.3% | -24.1% |
| YTD | -9.2% | +101.8% | -111.0% | -21.7% |
| 1Y | -26.5% | +99.6% | -126.1% | -36.7% |
| 3Y | +39.0% | +140.3% | -101.3% | +12.0% |
| 5Y | +40.4% | +339.3% | -299.0% | -5.3% |
| 10Y | +303.7% | +369.9% | -66.2% | +143.9% |
| All | +1,236.5% | +1,139.4% | +97.1% | +399.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling