-16.5%
TMUS vs TLN
-6.8%
-9.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.8% | -7.2% | -2.9% |
| 7D | +0.1% | +7.1% | -7.0% | +1.1% |
| 30D | +5.3% | -3.9% | +9.1% | +4.8% |
| 3M | +3.1% | -16.2% | +19.3% | +1.1% |
| 6M | -16.5% | -5.8% | -10.6% | -16.2% |
| All | -16.5% | -6.8% | -9.7% | -16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling