+43.0%
TMUS vs TCOM
+26.3%
+16.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.1% |
| 7D | -0.3% | -7.6% | +7.4% | 0.0% |
| 30D | +3.1% | -12.2% | +15.4% | +3.6% |
| 3M | +2.4% | -14.2% | +16.6% | +2.9% |
| 6M | -17.1% | -25.0% | +7.9% | -16.4% |
| YTD | -9.1% | -43.7% | +34.6% | -7.5% |
| 1Y | -23.6% | -44.5% | +20.9% | -22.3% |
| 3Y | +38.8% | +13.4% | +25.4% | +35.0% |
| 5Y | +43.0% | +26.5% | +16.5% | +33.9% |
| All | +43.0% | +26.3% | +16.6% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling