+290.8%
TMUS vs TCOM
+427.3%
-136.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.9% | +4.3% |
| 7D | +5.3% | +7.4% | -2.1% | +3.8% |
| 30D | +13.5% | +13.2% | +0.3% | +10.8% |
| 3M | -4.2% | -4.6% | +0.3% | -3.5% |
| 6M | -11.9% | -16.4% | +4.5% | -9.2% |
| YTD | -15.6% | -38.8% | +23.2% | -8.2% |
| 1Y | -16.8% | -37.3% | +20.6% | -10.0% |
| 3Y | +20.8% | +31.4% | -10.6% | +6.4% |
| 5Y | +48.0% | +45.5% | +2.5% | +17.1% |
| 10Y | +234.7% | +4.6% | +230.1% | +161.6% |
| All | +290.8% | +427.3% | -136.5% | +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 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