+234.7%
TMUS vs SPGI
+335.6%
-100.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +3.9% |
| 7D | +5.3% | -0.9% | +6.2% | +5.7% |
| 30D | +13.5% | +15.5% | -2.0% | +7.6% |
| 3M | -4.2% | +15.7% | -19.9% | -9.4% |
| 6M | -11.9% | +19.1% | -31.0% | -17.9% |
| YTD | -15.6% | -4.1% | -11.5% | -15.5% |
| 1Y | -16.8% | +1.2% | -18.0% | -18.5% |
| 3Y | +20.8% | +31.6% | -10.8% | +4.1% |
| 5Y | +48.0% | +12.4% | +35.6% | +34.1% |
| 10Y | +234.7% | +334.3% | -99.6% | +80.3% |
| All | +234.7% | +335.6% | -100.9% | +80.3% |
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