+52.8%
TMUS vs TMF
-88.3%
+141.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | +8.2% | -3.4% | +11.5% | +8.3% |
| 30D | +13.4% | +11.5% | +1.9% | +13.0% |
| 3M | -3.0% | -4.5% | +1.5% | -2.9% |
| 6M | -8.8% | -15.0% | +6.2% | -8.3% |
| YTD | -13.8% | -19.9% | +6.0% | -13.3% |
| 1Y | -17.1% | -26.6% | +9.5% | -16.3% |
| 3Y | +22.7% | -29.8% | +52.5% | +23.4% |
| 5Y | +52.8% | -88.2% | +141.0% | +48.7% |
| All | +52.8% | -88.3% | +141.1% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling