+296.2%
TMUS vs SPG
+405.0%
-108.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +6.5% | +3.1% | +3.4% | +5.6% |
| 30D | +11.3% | +16.4% | -5.2% | +6.7% |
| 3M | -2.9% | +7.1% | -9.9% | -4.7% |
| 6M | -10.5% | +16.1% | -26.6% | -14.2% |
| YTD | -14.4% | +30.4% | -44.9% | -20.7% |
| 1Y | -17.9% | +33.0% | -50.9% | -24.4% |
| 3Y | +21.9% | +134.6% | -112.8% | -5.9% |
| 5Y | +52.1% | +84.9% | -32.8% | +23.4% |
| 10Y | +242.4% | +114.9% | +127.5% | +136.8% |
| All | +296.2% | +405.0% | -108.8% | +83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling