+995.4%
TER vs TMUS
+244.6%
+750.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.2% |
| 7D | +14.4% | +4.9% | +9.5% | +13.1% |
| 30D | -30.6% | +7.7% | -38.3% | -32.2% |
| 3M | -39.2% | -6.8% | -32.4% | -38.7% |
| 6M | -31.3% | -9.7% | -21.6% | -31.3% |
| YTD | +29.1% | -15.0% | +44.0% | +29.4% |
| 1Y | +47.4% | -19.1% | +66.6% | +51.0% |
| 3Y | +191.2% | +21.4% | +169.8% | +129.0% |
| 5Y | +74.0% | +51.2% | +22.8% | +19.1% |
| All | +995.4% | +244.6% | +750.8% | +381.9% |
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