+33.0%
TMUS vs TKO
+103.5%
-70.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.3% |
| 7D | -5.3% | +0.7% | -6.0% | -5.3% |
| 30D | +0.1% | +0.9% | -0.8% | +0.1% |
| 3M | -0.6% | -6.2% | +5.6% | -0.5% |
| 6M | -17.5% | -5.6% | -11.9% | -17.4% |
| YTD | -11.3% | -7.8% | -3.4% | -11.1% |
| 1Y | -25.4% | -1.2% | -24.2% | -25.6% |
| All | +33.0% | +103.5% | -70.5% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling