+220.7%
TMUS vs SPOT
+218.6%
+2.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.4% |
| 7D | -0.3% | -2.9% | +2.6% | +0.1% |
| 30D | +3.1% | +8.3% | -5.2% | +2.1% |
| 3M | +2.4% | +5.1% | -2.7% | +1.7% |
| 6M | -17.1% | -6.5% | -10.6% | -16.8% |
| YTD | -9.1% | -9.0% | -0.1% | -8.8% |
| 1Y | -23.6% | -26.4% | +2.8% | -21.5% |
| 3Y | +38.8% | +240.0% | -201.2% | +13.5% |
| 5Y | +43.0% | +111.7% | -68.8% | +20.7% |
| All | +220.7% | +218.6% | +2.0% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SPOT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling