-23.6%
TMUS vs TEM
-20.5%
-3.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -0.3% | +3.2% | -3.5% | 0.0% |
| 30D | +3.1% | +23.5% | -20.4% | +5.3% |
| 3M | +2.4% | +32.3% | -29.9% | +5.8% |
| 6M | -17.1% | +23.0% | -40.1% | -14.4% |
| YTD | -9.1% | +8.9% | -17.9% | -6.5% |
| 1Y | -23.6% | -19.9% | -3.8% | -22.1% |
| All | -23.6% | -20.5% | -3.1% | -22.1% |
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