+20.8%
TMUS vs SPYM
+78.5%
-57.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.3% | +1.8% | +3.9% |
| 7D | +5.3% | +0.1% | +5.3% | +5.3% |
| 30D | +13.5% | -3.3% | +16.9% | +13.8% |
| 3M | -4.2% | -2.4% | -1.8% | -4.1% |
| 6M | -11.9% | +2.6% | -14.5% | -12.4% |
| YTD | -15.6% | +11.3% | -26.9% | -17.2% |
| 1Y | -16.8% | +13.5% | -30.2% | -18.8% |
| 3Y | +20.8% | +80.3% | -59.5% | +9.4% |
| All | +20.8% | +78.5% | -57.7% | +9.4% |
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 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