+306.1%
TMUS vs SPYG
+424.8%
-118.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | -5.3% | +0.3% | -5.6% | -5.5% |
| 30D | +0.1% | -1.7% | +1.8% | +0.9% |
| 3M | -0.6% | +3.6% | -4.3% | -2.9% |
| 6M | -17.5% | +16.6% | -34.1% | -24.9% |
| YTD | -11.3% | +13.4% | -24.6% | -18.2% |
| 1Y | -25.4% | +19.6% | -45.0% | -33.6% |
| 3Y | +35.5% | +99.8% | -64.2% | -16.0% |
| 5Y | +41.9% | +85.0% | -43.1% | -9.1% |
| All | +306.1% | +424.8% | -118.7% | -1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling