+320.5%
TMUS vs TDY
+1,453.8%
-1,133.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -3.9% | -3.6% |
| 7D | +0.1% | -1.8% | +1.9% | +0.8% |
| 30D | +5.3% | -10.7% | +15.9% | +10.1% |
| 3M | +3.1% | -1.3% | +4.4% | +2.9% |
| 6M | -16.5% | -10.6% | -5.9% | -13.8% |
| YTD | -9.2% | +19.6% | -28.7% | -17.7% |
| 1Y | -26.5% | +11.6% | -38.1% | -31.7% |
| 3Y | +39.0% | +45.2% | -6.2% | +12.6% |
| 5Y | +40.4% | +36.1% | +4.3% | +14.6% |
| 10Y | +303.7% | +458.8% | -155.1% | +54.1% |
| All | +320.5% | +1,453.8% | -1,133.3% | -0.9% |
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