-25.4%
TMUS vs SPYG
+20.0%
-45.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.5% |
| 7D | -5.3% | +0.3% | -5.6% | -5.2% |
| 30D | +0.1% | -1.7% | +1.8% | -0.6% |
| 3M | -0.6% | +3.6% | -4.3% | +1.3% |
| 6M | -17.5% | +16.6% | -34.1% | -11.1% |
| YTD | -11.3% | +13.4% | -24.6% | -5.1% |
| 1Y | -25.4% | +19.6% | -45.0% | -17.0% |
| All | -25.4% | +20.0% | -45.3% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling