+244.6%
TMUS vs RF
+241.0%
+3.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +8.2% | -1.3% | +9.5% | +8.5% |
| 30D | +13.4% | +4.6% | +8.7% | +12.3% |
| 3M | -3.0% | -8.4% | +5.4% | -1.3% |
| 6M | -8.8% | +8.9% | -17.6% | -10.4% |
| YTD | -13.8% | +8.8% | -22.7% | -15.7% |
| 1Y | -17.1% | +18.9% | -36.0% | -20.5% |
| 3Y | +22.7% | +116.0% | -93.3% | +0.8% |
| 5Y | +52.8% | +46.0% | +6.8% | +34.5% |
| 10Y | +244.6% | +231.7% | +12.9% | +132.3% |
| All | +244.6% | +241.0% | +3.6% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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