+320.5%
TMUS vs SPY
+648.5%
-328.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.1% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +5.3% | +0.1% | +5.2% | +5.2% |
| 3M | +3.1% | +2.0% | +1.1% | +0.9% |
| 6M | -16.5% | +13.0% | -29.5% | -26.0% |
| YTD | -9.2% | +13.5% | -22.7% | -20.1% |
| 1Y | -26.5% | +20.0% | -46.4% | -38.8% |
| 3Y | +39.0% | +77.2% | -38.2% | -22.5% |
| 5Y | +40.4% | +81.9% | -41.5% | -25.5% |
| 10Y | +303.7% | +314.1% | -10.4% | -10.5% |
| All | +320.5% | +648.5% | -328.0% | -39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling