+317.8%
TMUS vs SPYM
+316.7%
+1.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.1% |
| 7D | -5.3% | -0.4% | -5.0% | -5.1% |
| 30D | +0.1% | -1.4% | +1.5% | +1.0% |
| 3M | -0.6% | +3.7% | -4.3% | -3.2% |
| 6M | -17.5% | +13.0% | -30.6% | -24.6% |
| YTD | -11.3% | +12.5% | -23.7% | -18.7% |
| 1Y | -25.4% | +18.6% | -44.0% | -34.4% |
| 3Y | +35.5% | +78.0% | -42.5% | -14.1% |
| 5Y | +41.9% | +82.3% | -40.4% | -12.8% |
| 10Y | +317.8% | +322.9% | -5.0% | +15.4% |
| All | +317.8% | +316.7% | +1.1% | +15.4% |
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