+129.2%
TMUS vs TE
-78.2%
+207.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.8% |
| 7D | +8.2% | -22.0% | +30.1% | +8.2% |
| 30D | +13.4% | -33.6% | +47.0% | +13.5% |
| 3M | -3.0% | -61.1% | +58.0% | -2.7% |
| 6M | -8.8% | -64.7% | +56.0% | -8.8% |
| YTD | -13.8% | -68.1% | +54.3% | -14.2% |
| 1Y | -17.1% | -51.7% | +34.6% | -18.3% |
| 3Y | +22.7% | +42.0% | -19.3% | +12.4% |
| 5Y | +52.8% | -80.8% | +133.6% | +51.9% |
| All | +129.2% | -78.2% | +207.4% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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