+240.8%
TMUS vs M
-3.0%
+243.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | +9.5% | +5.0% | +4.5% | +9.1% |
| 30D | +13.8% | +10.6% | +3.2% | +12.9% |
| 3M | -4.6% | +1.6% | -6.2% | -4.8% |
| 6M | -11.7% | +30.8% | -42.5% | -13.6% |
| YTD | -15.4% | +16.9% | -32.3% | -16.7% |
| 1Y | -16.1% | +26.3% | -42.4% | -18.0% |
| 3Y | +20.5% | +158.6% | -138.1% | +8.5% |
| 5Y | +48.7% | +2.1% | +46.7% | +41.8% |
| 10Y | +240.8% | -4.3% | +245.1% | +212.0% |
| All | +240.8% | -3.0% | +243.8% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling