-17.9%
TMUS vs TNA
+23.7%
-41.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.3% | -1.2% |
| 7D | +6.5% | +7.7% | -1.2% | +7.4% |
| 30D | +11.3% | -0.7% | +12.0% | +11.3% |
| 3M | -2.9% | -25.4% | +22.5% | -5.9% |
| 6M | -10.5% | -11.8% | +1.3% | -11.0% |
| YTD | -14.4% | +23.9% | -38.3% | -10.8% |
| 1Y | -17.9% | +25.6% | -43.5% | -14.4% |
| All | -17.9% | +23.7% | -41.6% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling