+41.0%
TMUS vs SPOT
+110.1%
-69.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.7% | +1.1% |
| 7D | +3.6% | +1.6% | +1.9% | +3.4% |
| 30D | -3.4% | +17.6% | -20.9% | -4.8% |
| 3M | -9.5% | +26.9% | -36.4% | -11.3% |
| 6M | -15.2% | +41.8% | -57.0% | -17.7% |
| YTD | -18.9% | +3.8% | -22.8% | -19.7% |
| 1Y | -17.7% | -2.5% | -15.2% | -18.1% |
| 3Y | +15.6% | +260.6% | -244.9% | +0.2% |
| All | +41.0% | +110.1% | -69.1% | +24.8% |
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