+124.6%
TMUS vs TE
-76.6%
+201.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.0% | +7.1% | +4.1% |
| 7D | +5.3% | -10.5% | +15.9% | +5.4% |
| 30D | +13.5% | -32.4% | +46.0% | +13.7% |
| 3M | -4.2% | -60.9% | +56.6% | -3.9% |
| 6M | -11.9% | -62.8% | +50.9% | -11.9% |
| YTD | -15.6% | -65.7% | +50.1% | -15.9% |
| 1Y | -16.8% | -39.9% | +23.1% | -18.4% |
| 3Y | +20.8% | +10.6% | +10.2% | +12.4% |
| 5Y | +48.0% | -79.7% | +127.7% | +47.1% |
| All | +124.6% | -76.6% | +201.2% | +138.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling