+293.7%
TMUS vs TDY
+1,538.0%
-1,244.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +4.9% | +4.1% | +0.8% | +3.3% |
| 30D | +7.7% | +5.7% | +2.0% | +4.8% |
| 3M | -6.8% | -4.4% | -2.3% | -5.7% |
| 6M | -9.7% | +1.2% | -10.9% | -11.5% |
| YTD | -15.0% | +26.0% | -41.0% | -25.1% |
| 1Y | -19.1% | +27.4% | -46.5% | -29.2% |
| 3Y | +21.4% | +67.5% | -46.1% | -8.1% |
| 5Y | +51.2% | +44.9% | +6.3% | +19.6% |
| 10Y | +240.2% | +440.9% | -200.7% | +31.8% |
| All | +293.7% | +1,538.0% | -1,244.3% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling