+851.8%
TMUS vs TNA
+836.4%
+15.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.8% | +1.3% |
| 7D | +8.2% | -2.1% | +10.3% | +8.3% |
| 30D | +13.4% | +3.1% | +10.3% | +12.0% |
| 3M | -3.0% | -20.2% | +17.1% | +0.7% |
| 6M | -8.8% | -10.0% | +1.2% | -8.6% |
| YTD | -13.8% | +30.3% | -44.2% | -21.9% |
| 1Y | -17.1% | +31.1% | -48.2% | -25.5% |
| 3Y | +22.7% | +149.4% | -126.7% | -15.6% |
| 5Y | +52.8% | -42.5% | +95.3% | +34.2% |
| 10Y | +244.6% | +46.7% | +197.9% | +74.1% |
| All | +851.8% | +836.4% | +15.5% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling