+1,006.2%
TER vs TMUS
+235.5%
+770.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -8.9% | +9.5% | -18.4% | -10.9% |
| 30D | -39.1% | +13.8% | -52.9% | -41.4% |
| 3M | -32.8% | -4.6% | -28.2% | -32.8% |
| 6M | -31.7% | -11.7% | -20.0% | -31.2% |
| YTD | +26.9% | -15.4% | +42.3% | +27.3% |
| 1Y | +33.6% | -16.1% | +49.7% | +34.2% |
| 3Y | +181.5% | +20.5% | +161.0% | +121.9% |
| 5Y | +76.1% | +48.7% | +27.4% | +21.4% |
| 10Y | +1,006.2% | +240.8% | +765.4% | +383.3% |
| All | +1,006.2% | +235.5% | +770.7% | +383.3% |
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