+320.5%
TMUS vs SPGI
+921.6%
-601.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -2.8% |
| 7D | +0.1% | +0.1% | -0.1% | 0.0% |
| 30D | +5.3% | +8.4% | -3.2% | +1.6% |
| 3M | +3.1% | +11.8% | -8.7% | -2.0% |
| 6M | -16.5% | +5.7% | -22.2% | -19.1% |
| YTD | -9.2% | -9.7% | +0.5% | -7.0% |
| 1Y | -26.5% | -12.5% | -14.0% | -24.0% |
| 3Y | +39.0% | +21.8% | +17.2% | +22.6% |
| 5Y | +40.4% | +8.2% | +32.2% | +27.3% |
| 10Y | +303.7% | +309.5% | -5.8% | +94.4% |
| All | +320.5% | +921.6% | -601.2% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling