+237.8%
TMUS vs SPMO
+460.5%
-222.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | 0.0% |
| 7D | +4.9% | +6.3% | -1.4% | +2.3% |
| 30D | +7.7% | -8.9% | +16.6% | +11.4% |
| 3M | -6.8% | -13.2% | +6.4% | -1.9% |
| 6M | -9.7% | -9.3% | -0.4% | -8.6% |
| YTD | -15.0% | +11.6% | -26.5% | -23.5% |
| 1Y | -19.1% | +13.4% | -32.5% | -28.0% |
| 3Y | +21.4% | +122.9% | -101.5% | -31.7% |
| 5Y | +51.2% | +113.9% | -62.8% | -13.3% |
| All | +237.8% | +460.5% | -222.8% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling