+1,057.8%
TER vs TMUS
+246.8%
+811.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +24.0% | +6.5% | +17.5% | +22.2% |
| 30D | -30.6% | +11.3% | -41.9% | -32.9% |
| 3M | -34.5% | -2.9% | -31.6% | -34.8% |
| 6M | -26.4% | -10.5% | -15.8% | -26.0% |
| YTD | +36.4% | -14.4% | +50.8% | +36.5% |
| 1Y | +47.4% | -17.9% | +65.3% | +50.0% |
| 3Y | +202.6% | +21.9% | +180.7% | +137.9% |
| 5Y | +83.9% | +52.1% | +31.8% | +25.7% |
| All | +1,057.8% | +246.8% | +811.0% | +408.4% |
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