+38.0%
TMUS vs TLN
+716.6%
-678.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.0% | +2.0% |
| 7D | +8.2% | +15.9% | -7.7% | +8.9% |
| 30D | +13.4% | -0.3% | +13.6% | +13.5% |
| 3M | -3.0% | +5.8% | -8.9% | -2.6% |
| 6M | -8.8% | -1.2% | -7.5% | -8.3% |
| YTD | -13.8% | +1.0% | -14.9% | -13.2% |
| 1Y | -17.1% | +1.1% | -18.2% | -16.5% |
| 3Y | +22.7% | +591.7% | -569.0% | +8.7% |
| All | +38.0% | +716.6% | -678.6% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling