+237.8%
TMUS vs SPY
+307.0%
-69.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.4% |
| 7D | +4.9% | +2.6% | +2.3% | +3.2% |
| 30D | +7.7% | -2.0% | +9.7% | +8.9% |
| 3M | -6.8% | -2.8% | -4.0% | -5.5% |
| 6M | -9.7% | +2.1% | -11.8% | -11.6% |
| YTD | -15.0% | +11.5% | -26.4% | -22.0% |
| 1Y | -19.1% | +13.5% | -32.6% | -26.8% |
| 3Y | +21.4% | +77.7% | -56.3% | -23.3% |
| 5Y | +51.2% | +72.6% | -21.4% | -3.4% |
| All | +237.8% | +307.0% | -69.3% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling