+42.0%
TMUS vs TFC
+16.2%
+25.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.5% | -3.5% |
| 7D | +0.1% | +2.4% | -2.3% | -0.2% |
| 30D | +5.3% | -1.3% | +6.6% | +5.4% |
| 3M | +3.1% | +6.1% | -2.9% | +2.3% |
| 6M | -16.5% | +7.3% | -23.8% | -17.3% |
| YTD | -9.2% | +8.2% | -17.4% | -10.4% |
| 1Y | -26.5% | +14.4% | -40.9% | -28.2% |
| 3Y | +39.0% | +93.7% | -54.7% | +23.8% |
| All | +42.0% | +16.2% | +25.8% | +39.0% |
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