+237.8%
TMUS vs SPGI
+333.9%
-96.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | +4.9% | +1.2% | +3.7% | +4.4% |
| 30D | +7.7% | +15.9% | -8.2% | +1.9% |
| 3M | -6.8% | +12.3% | -19.1% | -10.9% |
| 6M | -9.7% | +23.7% | -33.4% | -17.0% |
| YTD | -15.0% | -3.5% | -11.4% | -15.0% |
| 1Y | -19.1% | +0.4% | -19.5% | -20.6% |
| 3Y | +21.4% | +29.9% | -8.5% | +5.2% |
| 5Y | +51.2% | +15.2% | +36.0% | +35.4% |
| All | +237.8% | +333.9% | -96.1% | +79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling