-24.7%
TMUS vs TKO
-2.5%
-22.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -5.8% | +0.1% | -5.9% | -5.8% |
| 30D | -0.2% | -2.6% | +2.4% | -0.2% |
| 3M | -4.0% | -7.8% | +3.8% | -4.4% |
| 6M | -18.1% | -7.0% | -11.1% | -18.0% |
| YTD | -11.3% | -8.5% | -2.8% | -11.3% |
| 1Y | -24.7% | -1.3% | -23.4% | -25.8% |
| All | -24.7% | -2.5% | -22.3% | -25.8% |
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