+41.0%
TMUS vs TFC
-2.5%
+43.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | +3.6% | +1.2% | +2.4% | +3.4% |
| 30D | -3.4% | +8.3% | -11.7% | -4.4% |
| 3M | -9.5% | -5.2% | -4.3% | -8.9% |
| 6M | -15.2% | -0.8% | -14.4% | -15.1% |
| YTD | -18.9% | +3.4% | -22.4% | -19.6% |
| 1Y | -17.7% | +17.0% | -34.7% | -19.8% |
| 3Y | +15.6% | +86.2% | -70.5% | +4.0% |
| All | +41.0% | -2.5% | +43.5% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling