+220.4%
TMUS vs SPOT
+227.0%
-6.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -3.1% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | +5.3% | +12.5% | -7.2% | +3.8% |
| 3M | +3.1% | +9.9% | -6.8% | +1.9% |
| 6M | -16.5% | +1.6% | -18.0% | -17.0% |
| YTD | -9.2% | -6.6% | -2.6% | -9.2% |
| 1Y | -26.5% | -22.9% | -3.5% | -24.8% |
| 3Y | +39.0% | +244.3% | -205.3% | +13.5% |
| 5Y | +40.4% | +117.8% | -77.4% | +18.1% |
| All | +220.4% | +227.0% | -6.6% | +124.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling