+36.2%
TMUS vs TLN
+710.8%
-674.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.1% | -0.8% |
| 7D | +4.9% | +11.0% | -6.1% | +5.4% |
| 30D | +7.7% | +4.9% | +2.8% | +8.0% |
| 3M | -6.8% | +4.9% | -11.7% | -6.4% |
| 6M | -9.7% | +7.1% | -16.8% | -9.2% |
| YTD | -15.0% | +0.3% | -15.3% | -14.3% |
| 1Y | -19.1% | +5.9% | -25.0% | -18.6% |
| 3Y | +21.4% | +578.5% | -557.1% | +7.7% |
| All | +36.2% | +710.8% | -674.6% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling