+238.5%
TER vs TMUS
+39.0%
+199.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.5% | +8.9% | +4.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.7% |
| 30D | -8.3% | +5.3% | -13.5% | -6.2% |
| 3M | -12.2% | +3.1% | -15.3% | -9.6% |
| 6M | +17.1% | -16.5% | +33.5% | +17.3% |
| YTD | +84.7% | -9.2% | +93.8% | +86.5% |
| 1Y | +199.9% | -26.5% | +226.4% | +206.3% |
| All | +238.5% | +39.0% | +199.5% | +225.4% |
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