+42.0%
TMUS vs SPOT
+107.9%
-65.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -3.2% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | +5.3% | +12.5% | -7.2% | +4.3% |
| 3M | +3.1% | +9.9% | -6.8% | +2.3% |
| 6M | -16.5% | +1.6% | -18.0% | -16.8% |
| YTD | -9.2% | -6.6% | -2.6% | -9.1% |
| 1Y | -26.5% | -22.9% | -3.5% | -25.3% |
| 3Y | +39.0% | +244.3% | -205.3% | +21.2% |
| All | +42.0% | +107.9% | -65.9% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling