-34.5%
TLT vs TMUS
+51.5%
-86.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -3.1% | +4.9% | -8.0% | -3.3% |
| 30D | +1.0% | +7.7% | -6.7% | +0.7% |
| 3M | -2.7% | -6.8% | +4.1% | -2.6% |
| 6M | -4.1% | -9.7% | +5.5% | -4.0% |
| YTD | -5.4% | -15.0% | +9.6% | -5.0% |
| 1Y | -7.0% | -19.1% | +12.1% | -6.4% |
| 3Y | +2.8% | +21.4% | -18.6% | +0.8% |
| All | -34.5% | +51.5% | -86.0% | -35.6% |
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