+298.8%
TMUS vs SPYM
+650.7%
-351.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +0.7% |
| 7D | +8.2% | -0.9% | +9.1% | +8.9% |
| 30D | +13.4% | -2.4% | +15.7% | +15.3% |
| 3M | -3.0% | -1.1% | -1.9% | -2.6% |
| 6M | -8.8% | +3.3% | -12.1% | -12.3% |
| YTD | -13.8% | +12.4% | -26.2% | -23.7% |
| 1Y | -17.1% | +12.5% | -29.6% | -26.8% |
| 3Y | +22.7% | +79.1% | -56.5% | -31.7% |
| 5Y | +52.8% | +75.7% | -22.9% | -15.2% |
| 10Y | +244.6% | +313.9% | -69.2% | -22.5% |
| All | +298.8% | +650.7% | -351.9% | -44.7% |
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 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