+275.3%
TMUS vs TFC
+151.6%
+123.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | +3.6% | +1.2% | +2.4% | +3.2% |
| 30D | -3.4% | +8.3% | -11.7% | -5.7% |
| 3M | -9.5% | -5.2% | -4.3% | -8.1% |
| 6M | -15.2% | -0.8% | -14.4% | -15.2% |
| YTD | -18.9% | +3.4% | -22.4% | -20.5% |
| 1Y | -17.7% | +17.0% | -34.7% | -22.4% |
| 3Y | +15.6% | +86.2% | -70.5% | -8.2% |
| 5Y | +38.9% | -2.3% | +41.2% | +30.5% |
| 10Y | +245.3% | +93.9% | +151.4% | +132.4% |
| All | +275.3% | +151.6% | +123.7% | +144.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling