+308.5%
TMUS vs SPG
+59.6%
+248.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.3% |
| 7D | +0.1% | -2.4% | +2.5% | +0.5% |
| 30D | +5.3% | -6.8% | +12.1% | +6.6% |
| 3M | +3.1% | +2.7% | +0.5% | +2.7% |
| 6M | -16.5% | +5.5% | -21.9% | -17.3% |
| YTD | -9.2% | +15.7% | -24.9% | -11.6% |
| 1Y | -26.5% | +20.9% | -47.3% | -29.0% |
| 3Y | +39.0% | +112.4% | -73.4% | +20.2% |
| 5Y | +40.4% | +101.4% | -61.0% | +21.1% |
| All | +308.5% | +59.6% | +248.9% | +301.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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