+6.9%
TMO vs TMUS
+41.4%
-34.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -2.5% | -5.8% | +3.3% | -1.9% |
| 30D | -0.3% | -0.2% | -0.1% | -0.3% |
| 3M | +25.3% | -4.0% | +29.2% | +25.2% |
| 6M | +20.9% | -18.1% | +39.0% | +23.7% |
| YTD | +4.3% | -11.3% | +15.6% | +5.1% |
| 1Y | +27.0% | -24.7% | +51.8% | +32.1% |
| 3Y | +17.5% | +35.4% | -17.9% | +2.4% |
| 5Y | +6.9% | +42.4% | -35.5% | -7.1% |
| All | +6.9% | +41.4% | -34.5% | -7.1% |
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