+317.5%
TMUS vs TDY
+479.2%
-161.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.6% |
| 7D | +0.4% | -1.1% | +1.6% | +0.8% |
| 30D | +3.5% | -12.0% | +15.6% | +7.4% |
| 3M | -1.3% | -3.2% | +1.9% | -0.8% |
| 6M | -13.6% | -7.9% | -5.7% | -12.3% |
| YTD | -8.8% | +18.2% | -27.0% | -15.2% |
| 1Y | -22.9% | +6.7% | -29.5% | -25.9% |
| 3Y | +36.7% | +47.5% | -10.8% | +15.4% |
| 5Y | +46.6% | +39.5% | +7.1% | +24.1% |
| All | +317.5% | +479.2% | -161.7% | +91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling