+41.9%
TMUS vs SPMO
+149.2%
-107.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -5.3% | +2.7% | -8.0% | -5.8% |
| 30D | +0.1% | +1.1% | -1.0% | -0.2% |
| 3M | -0.6% | +2.0% | -2.7% | -1.9% |
| 6M | -17.5% | +26.5% | -44.1% | -24.5% |
| YTD | -11.3% | +26.5% | -37.8% | -18.9% |
| 1Y | -25.4% | +27.9% | -53.3% | -32.3% |
| 3Y | +35.5% | +160.4% | -124.9% | -18.5% |
| 5Y | +41.9% | +151.5% | -109.6% | -15.9% |
| All | +41.9% | +149.2% | -107.3% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling