+320.9%
TMUS vs TCOM
+384.9%
-64.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | -0.3% | -7.6% | +7.4% | +1.3% |
| 30D | +3.1% | -12.2% | +15.4% | +5.8% |
| 3M | +2.4% | -14.2% | +16.6% | +5.2% |
| 6M | -17.1% | -25.0% | +7.9% | -12.7% |
| YTD | -9.1% | -43.7% | +34.6% | +0.7% |
| 1Y | -23.6% | -44.5% | +20.9% | -15.4% |
| 3Y | +38.8% | +13.4% | +25.4% | +26.1% |
| 5Y | +43.0% | +26.5% | +16.5% | +16.4% |
| 10Y | +309.1% | -10.3% | +319.4% | +231.7% |
| All | +320.9% | +384.9% | -64.0% | +51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling