+35.3%
TMUS vs TLN
+683.0%
-647.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.2% | -3.1% | +4.5% |
| 7D | +5.3% | +9.1% | -3.7% | +5.8% |
| 30D | +13.5% | -4.1% | +17.6% | +13.5% |
| 3M | -4.2% | +4.4% | -8.7% | -3.9% |
| 6M | -11.9% | -6.0% | -5.9% | -11.6% |
| YTD | -15.6% | -3.1% | -12.4% | -15.1% |
| 1Y | -16.8% | -6.1% | -10.7% | -16.3% |
| 3Y | +20.8% | +575.3% | -554.5% | +6.5% |
| All | +35.3% | +683.0% | -647.8% | +17.0% |
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