+197.8%
TMUS vs SPOT
+267.1%
-69.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +4.0% |
| 7D | +5.3% | +2.5% | +2.8% | +5.0% |
| 30D | +13.5% | +15.1% | -1.6% | +11.6% |
| 3M | -4.2% | +24.8% | -29.0% | -6.9% |
| 6M | -11.9% | +45.8% | -57.7% | -16.0% |
| YTD | -15.6% | +4.9% | -20.5% | -16.9% |
| 1Y | -16.8% | -1.3% | -15.5% | -17.5% |
| 3Y | +20.8% | +257.7% | -236.9% | -1.6% |
| 5Y | +48.0% | +118.5% | -70.5% | +25.4% |
| All | +197.8% | +267.1% | -69.4% | +105.2% |
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