+320.5%
TMUS vs TKO
+2,241.5%
-1,921.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -3.1% |
| 7D | +0.1% | +0.7% | -0.7% | -0.1% |
| 30D | +5.3% | +1.6% | +3.6% | +4.8% |
| 3M | +3.1% | -7.8% | +10.9% | +4.8% |
| 6M | -16.5% | -13.3% | -3.2% | -14.3% |
| YTD | -9.2% | -10.3% | +1.1% | -7.9% |
| 1Y | -26.5% | -0.6% | -25.9% | -27.4% |
| 3Y | +39.0% | +88.5% | -49.5% | +15.0% |
| 5Y | +40.4% | +284.7% | -244.3% | -5.0% |
| 10Y | +303.7% | +905.7% | -602.0% | +94.5% |
| All | +320.5% | +2,241.5% | -1,921.1% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling