+239.9%
TMUS vs SPYM
+311.5%
-71.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.4% |
| 7D | +6.5% | +3.3% | +3.2% | +4.4% |
| 30D | +11.3% | -2.6% | +13.9% | +12.9% |
| 3M | -2.9% | -1.7% | -1.2% | -2.2% |
| 6M | -10.5% | +3.1% | -13.7% | -13.0% |
| YTD | -14.4% | +12.0% | -26.4% | -21.7% |
| 1Y | -17.9% | +12.1% | -30.0% | -25.0% |
| 3Y | +21.9% | +78.5% | -56.7% | -23.0% |
| 5Y | +52.1% | +73.8% | -21.7% | -2.8% |
| All | +239.9% | +311.5% | -71.6% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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