+291.7%
TMUS vs TD
+757.3%
-465.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | +9.5% | -0.7% | +10.2% | +9.9% |
| 30D | +13.8% | +7.6% | +6.2% | +9.2% |
| 3M | -4.6% | +3.0% | -7.6% | -6.7% |
| 6M | -11.7% | +16.8% | -28.5% | -19.7% |
| YTD | -15.4% | +34.3% | -49.7% | -29.4% |
| 1Y | -16.1% | +56.0% | -72.1% | -35.7% |
| 3Y | +20.5% | +132.4% | -111.9% | -28.1% |
| 5Y | +48.7% | +103.7% | -54.9% | -6.4% |
| 10Y | +240.8% | +299.2% | -58.4% | +33.3% |
| All | +291.7% | +757.3% | -465.7% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling