+42.4%
TMUS vs TKO
+303.5%
-261.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -5.8% | +0.1% | -5.9% | -5.8% |
| 30D | -0.2% | -2.6% | +2.4% | 0.0% |
| 3M | -4.0% | -7.8% | +3.8% | -3.4% |
| 6M | -18.1% | -7.0% | -11.1% | -17.7% |
| YTD | -11.3% | -8.5% | -2.8% | -11.0% |
| 1Y | -24.7% | -1.3% | -23.4% | -25.1% |
| 3Y | +35.4% | +105.0% | -69.6% | +23.7% |
| 5Y | +42.4% | +292.9% | -250.5% | +15.3% |
| All | +42.4% | +303.5% | -261.0% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling