+48.0%
TMUS vs TCOM
+42.6%
+5.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.9% | +4.2% |
| 7D | +5.3% | +7.4% | -2.1% | +5.1% |
| 30D | +13.5% | +13.2% | +0.3% | +13.1% |
| 3M | -4.2% | -4.6% | +0.3% | -4.1% |
| 6M | -11.9% | -16.4% | +4.5% | -11.5% |
| YTD | -15.6% | -38.8% | +23.2% | -14.4% |
| 1Y | -16.8% | -37.3% | +20.6% | -15.7% |
| 3Y | +20.8% | +31.4% | -10.6% | +16.7% |
| 5Y | +48.0% | +45.5% | +2.5% | +38.1% |
| All | +48.0% | +42.6% | +5.4% | +38.1% |
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