+12.3%
TMO vs TMUS
+51.5%
-39.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +0.8% | +4.9% | -4.1% | +0.4% |
| 30D | +4.0% | +7.7% | -3.7% | +3.4% |
| 3M | +17.6% | -6.8% | +24.4% | +18.2% |
| 6M | +57.3% | -9.7% | +66.9% | +58.0% |
| YTD | +21.2% | -15.0% | +36.1% | +22.4% |
| 1Y | +21.1% | -19.1% | +40.2% | +23.5% |
| 3Y | +58.8% | +21.4% | +37.4% | +40.6% |
| All | +12.3% | +51.5% | -39.2% | -5.2% |
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