-19.1%
TMUS vs TKO
+9.5%
-28.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +4.9% | +2.3% | +2.6% | +4.6% |
| 30D | +7.7% | +13.4% | -5.7% | +6.6% |
| 3M | -6.8% | -1.7% | -5.1% | -7.5% |
| 6M | -9.7% | +7.2% | -16.9% | -9.1% |
| YTD | -15.0% | -5.4% | -9.6% | -15.7% |
| 1Y | -19.1% | +8.7% | -27.8% | -21.0% |
| All | -19.1% | +9.5% | -28.6% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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