+305.7%
TMUS vs SPYG
+420.3%
-114.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | -5.8% | -1.8% | -4.0% | -4.9% |
| 30D | -0.2% | -1.9% | +1.7% | +0.7% |
| 3M | -4.0% | +5.2% | -9.1% | -6.8% |
| 6M | -18.1% | +15.6% | -33.7% | -25.0% |
| YTD | -11.3% | +12.4% | -23.8% | -17.9% |
| 1Y | -24.7% | +17.5% | -42.2% | -32.4% |
| 3Y | +35.4% | +98.1% | -62.7% | -15.7% |
| 5Y | +42.4% | +84.9% | -42.5% | -9.0% |
| All | +305.7% | +420.3% | -114.6% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPYG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling