+126.3%
TMUS vs TE
-80.5%
+206.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.6% |
| 7D | +4.9% | -19.1% | +24.0% | +4.9% |
| 30D | +7.7% | -34.1% | +41.8% | +7.8% |
| 3M | -6.8% | -60.1% | +53.3% | -6.5% |
| 6M | -9.7% | -66.0% | +56.3% | -9.7% |
| YTD | -15.0% | -71.4% | +56.5% | -15.2% |
| 1Y | -19.1% | -45.3% | +26.2% | -20.8% |
| 3Y | +21.4% | +9.1% | +12.3% | +12.3% |
| 5Y | +51.2% | -82.6% | +133.8% | +50.2% |
| All | +126.3% | -80.5% | +206.7% | +140.5% |
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