+320.5%
TMUS vs SPYM
+659.1%
-338.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.1% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +5.3% | +0.1% | +5.2% | +5.2% |
| 3M | +3.1% | +2.0% | +1.1% | +0.9% |
| 6M | -16.5% | +13.1% | -29.5% | -25.8% |
| YTD | -9.2% | +13.6% | -22.8% | -19.9% |
| 1Y | -26.5% | +20.1% | -46.5% | -38.6% |
| 3Y | +39.0% | +77.6% | -38.5% | -21.5% |
| 5Y | +40.4% | +82.5% | -42.2% | -24.5% |
| 10Y | +303.7% | +317.6% | -13.9% | -9.2% |
| All | +320.5% | +659.1% | -338.7% | -41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling