-23.6%
TMUS vs PWR
+69.6%
-93.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.3% | +0.7% |
| 7D | -0.3% | +4.5% | -4.8% | +0.8% |
| 30D | +3.1% | -4.9% | +8.0% | +2.1% |
| 3M | +2.4% | -7.9% | +10.3% | +1.8% |
| 6M | -17.1% | +18.3% | -35.4% | -13.4% |
| YTD | -9.1% | +51.5% | -60.6% | -0.3% |
| 1Y | -23.6% | +70.3% | -93.9% | -13.7% |
| All | -23.6% | +69.6% | -93.3% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PWR 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling