+308.5%
TMUS vs PWR
+2,334.2%
-2,025.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.6% |
| 7D | +0.1% | +3.6% | -3.5% | -0.4% |
| 30D | +5.3% | -8.6% | +13.8% | +6.4% |
| 3M | +3.1% | -13.2% | +16.3% | +4.5% |
| 6M | -16.5% | +9.9% | -26.4% | -19.5% |
| YTD | -9.2% | +48.0% | -57.2% | -17.8% |
| 1Y | -26.5% | +66.2% | -92.6% | -35.6% |
| 3Y | +39.0% | +195.1% | -156.1% | +2.2% |
| 5Y | +40.4% | +442.6% | -402.2% | -15.6% |
| All | +308.5% | +2,334.2% | -2,025.7% | +28.1% |
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