+320.5%
TMUS vs SPYG
+999.4%
-678.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.3% | -3.4% |
| 7D | +0.1% | +0.4% | -0.3% | -0.2% |
| 30D | +5.3% | -0.4% | +5.7% | +5.5% |
| 3M | +3.1% | +0.5% | +2.6% | +1.7% |
| 6M | -16.5% | +17.5% | -33.9% | -28.3% |
| YTD | -9.2% | +14.3% | -23.5% | -20.7% |
| 1Y | -26.5% | +21.7% | -48.2% | -39.6% |
| 3Y | +39.0% | +98.6% | -59.6% | -30.2% |
| 5Y | +40.4% | +85.1% | -44.7% | -28.1% |
| 10Y | +303.7% | +412.0% | -108.3% | -33.2% |
| All | +320.5% | +999.4% | -678.9% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling