+202.8%
TER vs TMUS
+40.3%
+162.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.5% | +8.9% | +5.4% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | -8.3% | +5.3% | -13.5% | -8.2% |
| 3M | -12.2% | +3.1% | -15.3% | -12.4% |
| 6M | +17.1% | -16.5% | +33.5% | +20.0% |
| YTD | +84.7% | -9.2% | +93.8% | +85.5% |
| 1Y | +199.9% | -26.5% | +226.4% | +218.4% |
| 3Y | +232.8% | +39.0% | +193.7% | +165.8% |
| All | +202.8% | +40.3% | +162.6% | +155.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling