+306.1%
TMUS vs SPMO
+525.9%
-219.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -5.3% | +2.7% | -8.0% | -6.5% |
| 30D | +0.1% | +1.1% | -1.0% | -0.5% |
| 3M | -0.6% | +2.0% | -2.7% | -3.2% |
| 6M | -17.5% | +26.5% | -44.1% | -28.9% |
| YTD | -11.3% | +26.5% | -37.8% | -23.7% |
| 1Y | -25.4% | +27.9% | -53.3% | -36.5% |
| 3Y | +35.5% | +160.4% | -124.9% | -28.5% |
| 5Y | +41.9% | +151.5% | -109.6% | -24.1% |
| All | +306.1% | +525.9% | -219.8% | +47.6% |
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