+185.9%
TMUS vs SPOT
+263.5%
-77.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.7% | +1.1% |
| 7D | +3.6% | +1.6% | +1.9% | +3.3% |
| 30D | -3.4% | +17.6% | -20.9% | -5.3% |
| 3M | -9.5% | +26.9% | -36.4% | -12.2% |
| 6M | -15.2% | +41.8% | -57.0% | -18.9% |
| YTD | -18.9% | +3.8% | -22.8% | -20.1% |
| 1Y | -17.7% | -2.5% | -15.2% | -18.3% |
| 3Y | +15.6% | +260.6% | -244.9% | -5.9% |
| 5Y | +38.9% | +108.6% | -69.7% | +18.5% |
| All | +185.9% | +263.5% | -77.5% | +97.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling