+238.4%
TMUS vs PWR
+1,832.8%
-1,594.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.3% | -5.4% | +0.1% |
| 7D | +3.6% | -12.9% | +16.4% | +4.9% |
| 30D | -3.4% | -22.8% | +19.5% | -0.7% |
| 3M | -9.5% | -19.0% | +9.5% | -7.8% |
| 6M | -15.2% | -31.1% | +15.9% | -12.0% |
| YTD | -18.9% | +28.2% | -47.2% | -25.8% |
| 1Y | -17.7% | +22.2% | -39.9% | -24.1% |
| 3Y | +15.6% | +222.1% | -206.5% | -18.7% |
| 5Y | +38.9% | +364.1% | -325.2% | -14.4% |
| All | +238.4% | +1,832.8% | -1,594.4% | +25.4% |
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