+136.1%
TMUS vs TE
-49.8%
+185.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -2.4% |
| 7D | -5.3% | +15.0% | -20.3% | -5.4% |
| 30D | +0.1% | -7.5% | +7.6% | +0.1% |
| 3M | -0.6% | -42.0% | +41.4% | -0.3% |
| 6M | -17.5% | -31.4% | +13.9% | -17.7% |
| YTD | -11.3% | -26.5% | +15.2% | -11.8% |
| 1Y | -25.4% | +153.1% | -178.5% | -28.6% |
| 3Y | +35.5% | -20.7% | +56.2% | +33.6% |
| 5Y | +41.9% | -45.4% | +87.3% | +40.2% |
| All | +136.1% | -49.8% | +185.9% | +150.1% |
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