+1,671.4%
TER vs TMUS
+306.4%
+1,365.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.5% | +8.9% | +6.5% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | -8.3% | +5.3% | -13.5% | -10.0% |
| 3M | -12.2% | +3.1% | -15.3% | -14.9% |
| 6M | +17.1% | -16.5% | +33.5% | +21.3% |
| YTD | +84.7% | -9.2% | +93.8% | +83.5% |
| 1Y | +199.9% | -26.5% | +226.4% | +225.0% |
| 3Y | +232.8% | +39.0% | +193.7% | +150.3% |
| 5Y | +198.6% | +40.4% | +158.2% | +120.0% |
| All | +1,671.4% | +306.4% | +1,365.0% | +663.6% |
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