+41.0%
TMUS vs SPGI
+11.1%
+29.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | +3.6% | +0.3% | +3.3% | +3.5% |
| 30D | -3.4% | +18.4% | -21.7% | -7.5% |
| 3M | -9.5% | +15.7% | -25.2% | -12.9% |
| 6M | -15.2% | +17.3% | -32.5% | -18.8% |
| YTD | -18.9% | -4.7% | -14.2% | -18.4% |
| 1Y | -17.7% | +1.8% | -19.5% | -18.9% |
| 3Y | +15.6% | +31.7% | -16.1% | +3.7% |
| All | +41.0% | +11.1% | +29.8% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling