+238.4%
TMUS vs TMF
-84.4%
+322.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | +3.6% | +1.2% | +2.4% | +3.6% |
| 30D | -3.4% | +19.7% | -23.1% | -2.8% |
| 3M | -9.5% | -2.1% | -7.4% | -9.5% |
| 6M | -15.2% | -13.4% | -1.7% | -15.6% |
| YTD | -18.9% | -16.7% | -2.2% | -19.4% |
| 1Y | -17.7% | -23.3% | +5.6% | -18.4% |
| 3Y | +15.6% | -24.8% | +40.5% | +15.6% |
| 5Y | +38.9% | -88.0% | +127.0% | +20.3% |
| All | +238.4% | -84.4% | +322.8% | +201.5% |
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