+317.8%
TMUS vs TD
+295.5%
+22.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.2% | -2.0% |
| 7D | -5.3% | -1.9% | -3.4% | -4.6% |
| 30D | +0.1% | -1.6% | +1.7% | +0.6% |
| 3M | -0.6% | +4.6% | -5.2% | -2.4% |
| 6M | -17.5% | +26.8% | -44.4% | -24.9% |
| YTD | -11.3% | +28.3% | -39.6% | -19.8% |
| 1Y | -25.4% | +60.4% | -85.8% | -38.5% |
| 3Y | +35.5% | +125.7% | -90.2% | -4.4% |
| 5Y | +41.9% | +122.4% | -80.5% | -0.9% |
| 10Y | +317.8% | +297.1% | +20.7% | +126.2% |
| All | +317.8% | +295.5% | +22.3% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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