-21.2%
TMUS vs TDY
+22.9%
-44.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.8% | +7.8% | +1.7% |
| 7D | +7.5% | -5.0% | +12.5% | +6.0% |
| 30D | -3.3% | +2.0% | -5.3% | -2.8% |
| 3M | -9.7% | -7.7% | -2.0% | -11.2% |
| 6M | -17.2% | -0.9% | -16.3% | -17.0% |
| YTD | -20.3% | +23.7% | -44.1% | -19.2% |
| 1Y | -21.2% | +23.6% | -44.8% | -19.8% |
| All | -21.2% | +22.9% | -44.1% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling