-16.1%
TMUS vs SPGI
+2.3%
-18.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +9.5% | +1.6% | +7.9% | +9.2% |
| 30D | +13.8% | +16.1% | -2.3% | +11.7% |
| 3M | -4.6% | +15.5% | -20.0% | -6.2% |
| 6M | -11.7% | +19.6% | -31.3% | -13.1% |
| YTD | -15.4% | -3.6% | -11.8% | -16.4% |
| 1Y | -16.1% | +2.2% | -18.4% | -18.2% |
| All | -16.1% | +2.3% | -18.4% | -18.2% |
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