+494.0%
TMUS vs TMF
-69.1%
+563.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +1.0% |
| 7D | +9.0% | +2.7% | +6.3% | +9.3% |
| 30D | -3.2% | +19.3% | -22.5% | -1.2% |
| 3M | -6.9% | -3.7% | -3.2% | -7.2% |
| 6M | -16.4% | -11.3% | -5.1% | -17.5% |
| YTD | -19.6% | -16.6% | -3.0% | -21.1% |
| 1Y | -19.9% | -21.1% | +1.2% | -21.9% |
| 3Y | +14.5% | -26.8% | +41.3% | +12.8% |
| 5Y | +37.7% | -88.0% | +125.7% | +4.7% |
| 10Y | +242.2% | -84.7% | +326.9% | +196.9% |
| All | +494.0% | -69.1% | +563.1% | +708.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling