+43.0%
TMUS vs TD
+123.5%
-80.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -0.3% | +0.9% | -1.1% | -0.4% |
| 30D | +3.1% | -0.7% | +3.8% | +3.2% |
| 3M | +2.4% | +6.3% | -3.8% | +0.9% |
| 6M | -17.1% | +27.9% | -45.0% | -21.8% |
| YTD | -9.1% | +29.8% | -38.9% | -14.8% |
| 1Y | -23.6% | +63.7% | -87.3% | -33.1% |
| 3Y | +38.8% | +128.3% | -89.5% | +8.8% |
| 5Y | +43.0% | +125.5% | -82.6% | +12.3% |
| All | +43.0% | +123.5% | -80.6% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling