+38.8%
TMUS vs TEL
+67.5%
-28.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.8% | +0.2% |
| 7D | -0.3% | -1.4% | +1.2% | -0.2% |
| 30D | +3.1% | -4.9% | +8.0% | +3.3% |
| 3M | +2.4% | +0.1% | +2.3% | +2.3% |
| 6M | -17.1% | +0.4% | -17.4% | -17.1% |
| YTD | -9.1% | -8.9% | -0.2% | -8.6% |
| 1Y | -23.6% | -0.3% | -23.3% | -24.3% |
| 3Y | +38.8% | +67.6% | -28.8% | +23.5% |
| All | +38.8% | +67.5% | -28.7% | +23.5% |
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