+23.0%
TMUS vs SPYG
+93.9%
-70.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.9% |
| 7D | +8.2% | -1.5% | +9.7% | +8.0% |
| 30D | +13.4% | -7.2% | +20.6% | +12.9% |
| 3M | -3.0% | -4.6% | +1.6% | -3.3% |
| 6M | -8.8% | -1.2% | -7.6% | -8.9% |
| YTD | -13.8% | +9.3% | -23.1% | -14.0% |
| 1Y | -17.1% | +8.8% | -25.9% | -17.2% |
| All | +23.0% | +93.9% | -70.9% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling