-21.2%
TMUS vs TFC
+20.8%
-42.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +2.9% |
| 7D | +7.5% | +5.1% | +2.4% | +7.2% |
| 30D | -3.3% | +9.8% | -13.1% | -3.8% |
| 3M | -9.7% | -2.4% | -7.2% | -9.9% |
| 6M | -17.2% | +4.9% | -22.1% | -16.8% |
| YTD | -20.3% | +6.6% | -26.9% | -20.9% |
| 1Y | -21.2% | +21.3% | -42.5% | -21.1% |
| All | -21.2% | +20.8% | -42.0% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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