-19.1%
TMUS vs TEM
+3.5%
-22.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.7% | +5.0% | -1.2% |
| 7D | +4.9% | -5.9% | +10.8% | +4.3% |
| 30D | +7.7% | +4.8% | +2.9% | +8.8% |
| 3M | -6.8% | +31.9% | -38.7% | -3.0% |
| 6M | -9.7% | +56.0% | -65.7% | -3.2% |
| YTD | -15.0% | +21.3% | -36.2% | -10.3% |
| 1Y | -19.1% | +5.4% | -24.5% | -15.5% |
| All | -19.1% | +3.5% | -22.6% | -15.5% |
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