+317.8%
TMUS vs TCOM
-12.7%
+330.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -2.1% |
| 7D | -5.3% | -10.2% | +4.9% | -4.4% |
| 30D | +0.1% | -16.8% | +16.9% | +1.7% |
| 3M | -0.6% | -16.7% | +16.1% | +0.9% |
| 6M | -17.5% | -27.1% | +9.5% | -15.4% |
| YTD | -11.3% | -45.5% | +34.2% | -6.8% |
| 1Y | -25.4% | -45.9% | +20.5% | -21.7% |
| 3Y | +35.5% | +9.8% | +25.8% | +29.0% |
| 5Y | +41.9% | +23.8% | +18.1% | +28.3% |
| 10Y | +317.8% | -10.8% | +328.6% | +277.6% |
| All | +317.8% | -12.7% | +330.5% | +277.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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