-17.7%
TMUS vs SPGI
+0.8%
-18.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | +3.6% | +0.3% | +3.3% | +3.5% |
| 30D | -3.4% | +18.4% | -21.7% | -5.4% |
| 3M | -9.5% | +15.7% | -25.2% | -11.0% |
| 6M | -15.2% | +17.3% | -32.5% | -16.5% |
| YTD | -18.9% | -4.7% | -14.2% | -19.6% |
| 1Y | -17.7% | +1.8% | -19.5% | -20.1% |
| All | -17.7% | +0.8% | -18.5% | -20.1% |
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