+305.7%
TMUS vs TEL
+301.8%
+3.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -5.8% | -2.3% | -3.5% | -5.2% |
| 30D | -0.2% | -6.1% | +5.8% | +1.4% |
| 3M | -4.0% | +1.7% | -5.7% | -4.9% |
| 6M | -18.1% | +1.6% | -19.7% | -19.6% |
| YTD | -11.3% | -9.1% | -2.3% | -10.5% |
| 1Y | -24.7% | -1.7% | -23.1% | -26.5% |
| 3Y | +35.4% | +67.3% | -31.9% | +7.0% |
| 5Y | +42.4% | +52.1% | -9.7% | +14.2% |
| All | +305.7% | +301.8% | +3.9% | +97.7% |
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