+21.4%
TMUS vs SPOT
+260.4%
-239.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.8% |
| 7D | +4.9% | +1.6% | +3.3% | +4.8% |
| 30D | +7.7% | +16.9% | -9.2% | +6.5% |
| 3M | -6.8% | +23.0% | -29.7% | -8.0% |
| 6M | -9.7% | +42.2% | -51.9% | -11.5% |
| YTD | -15.0% | +5.5% | -20.4% | -15.6% |
| 1Y | -19.1% | -5.1% | -14.1% | -19.3% |
| 3Y | +21.4% | +257.9% | -236.5% | +20.3% |
| All | +21.4% | +260.4% | -239.0% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling