+320.5%
TMUS vs TAP
+35.2%
+285.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | +0.1% | -2.3% | +2.4% | +0.9% |
| 30D | +5.3% | -2.1% | +7.4% | +5.9% |
| 3M | +3.1% | +6.6% | -3.5% | +1.0% |
| 6M | -16.5% | -11.5% | -5.0% | -13.2% |
| YTD | -9.2% | -10.3% | +1.1% | -6.4% |
| 1Y | -26.5% | -14.4% | -12.1% | -23.3% |
| 3Y | +39.0% | -28.3% | +67.3% | +51.5% |
| 5Y | +40.4% | +1.7% | +38.7% | +32.3% |
| 10Y | +303.7% | -49.2% | +352.9% | +366.3% |
| All | +320.5% | +35.2% | +285.2% | +164.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling