+886.2%
TER vs TMUS
+238.1%
+648.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.4% |
| 7D | -20.5% | +3.6% | -24.0% | -21.3% |
| 30D | -47.0% | -3.4% | -43.6% | -47.0% |
| 3M | -43.3% | -9.5% | -33.8% | -42.6% |
| 6M | -42.9% | -15.2% | -27.7% | -42.0% |
| YTD | +12.9% | -18.9% | +31.8% | +14.4% |
| 1Y | +18.2% | -17.7% | +35.9% | +18.6% |
| 3Y | +151.8% | +15.6% | +136.1% | +100.4% |
| 5Y | +54.2% | +38.9% | +15.3% | +9.1% |
| All | +886.2% | +238.1% | +648.0% | +347.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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