-0.4%
TMUS vs TEM
+111.1%
-111.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +11.0% | -6.9% | +4.3% |
| 7D | +5.3% | +7.6% | -2.2% | +5.5% |
| 30D | +13.5% | +19.0% | -5.5% | +13.9% |
| 3M | -4.2% | +62.2% | -66.5% | -3.7% |
| 6M | -11.9% | +69.4% | -81.2% | -11.4% |
| YTD | -15.6% | +43.0% | -58.6% | -15.0% |
| 1Y | -16.8% | +18.0% | -34.8% | -16.0% |
| All | -0.4% | +111.1% | -111.5% | +0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling