+293.7%
TMUS vs SPYG
+938.4%
-644.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.1% |
| 7D | +4.9% | +2.3% | +2.6% | +3.0% |
| 30D | +7.7% | -6.5% | +14.2% | +12.8% |
| 3M | -6.8% | -6.8% | +0.1% | -2.5% |
| 6M | -9.7% | -3.1% | -6.5% | -9.4% |
| YTD | -15.0% | +8.0% | -23.0% | -23.1% |
| 1Y | -19.1% | +10.2% | -29.3% | -28.3% |
| 3Y | +21.4% | +91.0% | -69.6% | -37.9% |
| 5Y | +51.2% | +67.7% | -16.6% | -16.2% |
| 10Y | +240.2% | +393.9% | -153.7% | -43.2% |
| All | +293.7% | +938.4% | -644.7% | -66.2% |
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