+249.9%
TMUS vs TEL
+723.0%
-473.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.3% |
| 7D | +0.1% | +3.0% | -2.9% | -1.2% |
| 30D | +5.3% | -3.9% | +9.2% | +6.7% |
| 3M | +3.1% | -5.1% | +8.2% | +4.4% |
| 6M | -16.5% | +0.6% | -17.1% | -18.3% |
| YTD | -9.2% | -7.3% | -1.9% | -9.0% |
| 1Y | -26.5% | +1.1% | -27.6% | -29.7% |
| 3Y | +39.0% | +63.7% | -24.7% | +3.8% |
| 5Y | +40.4% | +50.7% | -10.3% | +5.9% |
| 10Y | +303.7% | +290.2% | +13.5% | +79.5% |
| All | +249.9% | +723.0% | -473.2% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling