+42.4%
TMUS vs TDY
+34.3%
+8.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -5.8% | -1.9% | -3.9% | -5.5% |
| 30D | -0.2% | -12.5% | +12.3% | +2.1% |
| 3M | -4.0% | -0.8% | -3.2% | -4.2% |
| 6M | -18.1% | -9.0% | -9.1% | -17.1% |
| YTD | -11.3% | +16.8% | -28.1% | -16.1% |
| 1Y | -24.7% | +9.5% | -34.2% | -27.7% |
| 3Y | +35.4% | +45.4% | -10.0% | +18.3% |
| 5Y | +42.4% | +37.8% | +4.6% | +21.6% |
| All | +42.4% | +34.3% | +8.2% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling