+15.6%
TMUS vs TMF
-25.3%
+41.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | +3.6% | +1.2% | +2.4% | +3.5% |
| 30D | -3.4% | +19.7% | -23.1% | -3.9% |
| 3M | -9.5% | -2.1% | -7.4% | -9.5% |
| 6M | -15.2% | -13.4% | -1.7% | -14.8% |
| YTD | -18.9% | -16.7% | -2.2% | -18.5% |
| 1Y | -17.7% | -23.3% | +5.6% | -17.0% |
| 3Y | +15.6% | -24.8% | +40.5% | +16.8% |
| All | +15.6% | -25.3% | +41.0% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling