+23.0%
TMUS vs SPGI
+30.4%
-7.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.7% |
| 7D | +8.2% | -1.4% | +9.5% | +8.5% |
| 30D | +13.4% | +15.3% | -1.9% | +10.3% |
| 3M | -3.0% | +16.5% | -19.6% | -5.9% |
| 6M | -8.8% | +19.8% | -28.6% | -11.9% |
| YTD | -13.8% | -3.2% | -10.6% | -13.4% |
| 1Y | -17.1% | +1.8% | -18.9% | -17.8% |
| All | +23.0% | +30.4% | -7.4% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling