+210.2%
TER vs TMUS
+22.8%
+187.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.8% | +6.5% | +9.1% |
| 7D | +5.9% | +8.2% | -2.3% | +9.3% |
| 30D | -30.8% | +13.4% | -44.1% | -26.3% |
| 3M | -29.9% | -3.0% | -26.9% | -29.4% |
| 6M | -27.5% | -8.8% | -18.7% | -26.7% |
| YTD | +37.5% | -13.8% | +51.3% | +38.3% |
| 1Y | +50.3% | -17.1% | +67.3% | +51.0% |
| All | +210.2% | +22.8% | +187.4% | +201.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling