-21.2%
TMUS vs TEM
-11.1%
-10.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.8% | +5.9% | +2.8% |
| 7D | +7.5% | -1.3% | +8.8% | +7.4% |
| 30D | -3.3% | -9.5% | +6.2% | -3.6% |
| 3M | -9.7% | +60.7% | -70.4% | -4.4% |
| 6M | -17.2% | +35.5% | -52.7% | -13.4% |
| YTD | -20.3% | +28.0% | -48.4% | -15.9% |
| 1Y | -21.2% | -10.5% | -10.7% | -16.4% |
| All | -21.2% | -11.1% | -10.1% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling