-16.3%
TMUS vs TLN
-8.1%
-8.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.2% | -3.1% | +5.2% |
| 7D | +5.3% | +9.1% | -3.7% | +6.8% |
| 30D | +13.5% | -4.1% | +17.6% | +13.2% |
| 3M | -4.2% | +4.4% | -8.7% | -3.1% |
| 6M | -11.9% | -6.0% | -5.9% | -11.4% |
| YTD | -15.6% | -3.1% | -12.4% | -13.3% |
| All | -16.3% | -8.1% | -8.3% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling