+15.6%
TMUS vs TAP
-23.7%
+39.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +2.2% |
| 7D | +3.6% | +0.5% | +3.0% | +3.3% |
| 30D | -3.4% | +9.1% | -12.5% | -5.7% |
| 3M | -9.5% | -3.8% | -5.7% | -8.8% |
| 6M | -15.2% | -3.4% | -11.7% | -14.7% |
| YTD | -18.9% | -10.6% | -8.3% | -17.4% |
| 1Y | -17.7% | -4.4% | -13.3% | -17.5% |
| 3Y | +15.6% | -24.4% | +40.0% | +22.3% |
| All | +15.6% | -23.7% | +39.3% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 3y: compounded portfolio wealth divided by compounded TAP 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…
3y analysis · Full analysis span regression · 6 months rolling