+237.8%
TMUS vs TEL
+283.7%
-45.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.5% |
| 7D | +4.9% | +4.5% | +0.4% | +3.7% |
| 30D | +7.7% | +2.9% | +4.8% | +6.6% |
| 3M | -6.8% | +1.1% | -7.9% | -7.7% |
| 6M | -9.7% | +5.0% | -14.7% | -12.0% |
| YTD | -15.0% | -3.9% | -11.1% | -15.9% |
| 1Y | -19.1% | -7.4% | -11.7% | -19.4% |
| 3Y | +21.4% | +81.0% | -59.6% | -6.5% |
| 5Y | +51.2% | +42.3% | +8.9% | +25.0% |
| All | +237.8% | +283.7% | -45.9% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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