-21.2%
TMUS vs SPGI
+3.2%
-24.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.4% | -0.3% | +2.5% |
| 7D | +7.5% | +7.2% | +0.3% | +6.4% |
| 30D | -3.3% | +23.2% | -26.5% | -6.0% |
| 3M | -9.7% | +17.0% | -26.7% | -11.5% |
| 6M | -17.2% | +20.4% | -37.6% | -18.9% |
| YTD | -20.3% | -1.9% | -18.4% | -21.3% |
| 1Y | -21.2% | +2.9% | -24.1% | -23.6% |
| All | -21.2% | +3.2% | -24.4% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 1y: compounded portfolio wealth divided by compounded SPGI 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…
1y analysis · Full analysis span regression · 6 months rolling