+2,206.0%
TER vs TMUS
+359.0%
+1,847.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.8% |
| 6M | +17.1% | -16.5% | +33.5% | +20.1% |
| YTD | +84.7% | -9.2% | +93.8% | +83.3% |
| 1Y | +199.9% | -26.5% | +226.4% | +217.4% |
| 3Y | +232.8% | +39.0% | +193.7% | +176.8% |
| 5Y | +198.6% | +40.4% | +158.2% | +145.2% |
| 10Y | +1,669.7% | +303.7% | +1,366.0% | +918.4% |
| All | +2,206.0% | +359.0% | +1,847.0% | +891.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling