+21.4%
TMUS vs TEL
+79.6%
-58.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.6% |
| 7D | +4.9% | +4.5% | +0.4% | +4.9% |
| 30D | +7.7% | +2.9% | +4.8% | +7.6% |
| 3M | -6.8% | +1.1% | -7.9% | -6.9% |
| 6M | -9.7% | +5.0% | -14.7% | -9.9% |
| YTD | -15.0% | -3.9% | -11.1% | -14.7% |
| 1Y | -19.1% | -7.4% | -11.7% | -18.8% |
| 3Y | +21.4% | +81.0% | -59.6% | +14.9% |
| All | +21.4% | +79.6% | -58.2% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling