+275.3%
TMUS vs SPY
+616.4%
-341.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.6% |
| 7D | +3.6% | -2.7% | +6.3% | +5.9% |
| 30D | -3.4% | -5.4% | +2.0% | +1.0% |
| 3M | -9.5% | -4.1% | -5.4% | -6.6% |
| 6M | -15.2% | +0.7% | -15.9% | -16.7% |
| YTD | -18.9% | +8.7% | -27.6% | -26.3% |
| 1Y | -17.7% | +10.9% | -28.6% | -26.7% |
| 3Y | +15.6% | +75.0% | -59.3% | -35.3% |
| 5Y | +38.9% | +67.8% | -28.9% | -20.9% |
| 10Y | +245.3% | +312.9% | -67.6% | -24.4% |
| All | +275.3% | +616.4% | -341.1% | -44.0% |
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