+244.6%
TMUS vs PWR
+1,887.5%
-1,642.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.4% | +1.3% |
| 7D | +8.2% | +4.7% | +3.4% | +7.4% |
| 30D | +13.4% | -12.5% | +25.9% | +14.7% |
| 3M | -3.0% | -9.3% | +6.3% | -2.7% |
| 6M | -8.8% | -22.2% | +13.4% | -6.8% |
| YTD | -13.8% | +44.2% | -58.0% | -22.2% |
| 1Y | -17.1% | +35.5% | -52.6% | -24.4% |
| 3Y | +22.7% | +250.4% | -227.8% | -14.0% |
| 5Y | +52.8% | +425.6% | -372.8% | -7.0% |
| 10Y | +244.6% | +1,874.2% | -1,629.6% | +33.5% |
| All | +244.6% | +1,887.5% | -1,642.9% | +33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling