+239.9%
TMUS vs TMF
-81.8%
+321.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.8% | -0.8% |
| 7D | +6.5% | -8.2% | +14.7% | +6.2% |
| 30D | +11.3% | +5.3% | +5.9% | +11.5% |
| 3M | -2.9% | -8.5% | +5.6% | -3.1% |
| 6M | -10.5% | -17.2% | +6.7% | -11.0% |
| YTD | -14.4% | -23.4% | +9.0% | -15.0% |
| 1Y | -17.9% | -30.2% | +12.4% | -18.7% |
| 3Y | +21.9% | -32.9% | +54.8% | +21.3% |
| 5Y | +52.1% | -88.5% | +140.7% | +32.9% |
| All | +239.9% | -81.8% | +321.7% | +210.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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