+1.0%
TMUS vs TEM
+89.7%
-88.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.7% |
| 7D | +6.5% | +7.8% | -1.3% | +6.6% |
| 30D | +11.3% | +11.2% | 0.0% | +11.5% |
| 3M | -2.9% | +39.0% | -41.9% | -2.5% |
| 6M | -10.5% | +61.6% | -72.2% | -10.1% |
| YTD | -14.4% | +28.5% | -42.9% | -14.0% |
| 1Y | -17.9% | +6.7% | -24.6% | -17.2% |
| All | +1.0% | +89.7% | -88.7% | +2.0% |
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