+38.8%
TMUS vs SPYM
+79.1%
-40.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.2% |
| 7D | -0.3% | +0.6% | -0.8% | -0.3% |
| 30D | +3.1% | -0.9% | +4.1% | +3.3% |
| 3M | +2.4% | +3.9% | -1.5% | +1.8% |
| 6M | -17.1% | +14.5% | -31.6% | -19.2% |
| YTD | -9.1% | +13.0% | -22.1% | -11.2% |
| 1Y | -23.6% | +19.4% | -43.1% | -26.8% |
| 3Y | +38.8% | +78.9% | -40.0% | +12.7% |
| All | +38.8% | +79.1% | -40.3% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling