+685.9%
TMUS vs SPXU
-100.0%
+785.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.7% | -3.1% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +5.3% | +0.8% | +4.4% | +5.6% |
| 3M | +3.1% | -4.7% | +7.8% | +2.2% |
| 6M | -16.5% | -29.6% | +13.2% | -24.0% |
| YTD | -9.2% | -29.9% | +20.7% | -17.4% |
| 1Y | -26.5% | -39.1% | +12.6% | -35.7% |
| 3Y | +39.0% | -80.0% | +119.0% | -8.0% |
| 5Y | +40.4% | -86.0% | +126.4% | -6.2% |
| 10Y | +303.7% | -99.5% | +403.2% | +12.1% |
| All | +685.9% | -100.0% | +785.9% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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