+839.6%
TMUS vs TNA
+781.2%
+58.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +4.9% | +3.7% | +1.2% | +4.0% |
| 30D | +7.7% | +4.4% | +3.3% | +6.2% |
| 3M | -6.8% | -26.7% | +19.9% | -1.5% |
| 6M | -9.7% | -12.8% | +3.1% | -8.9% |
| YTD | -15.0% | +22.7% | -37.6% | -22.0% |
| 1Y | -19.1% | +35.7% | -54.8% | -27.8% |
| 3Y | +21.4% | +134.6% | -113.2% | -15.4% |
| 5Y | +51.2% | -46.0% | +97.1% | +34.5% |
| 10Y | +240.2% | +38.0% | +202.2% | +74.0% |
| All | +839.6% | +781.2% | +58.4% | +76.3% |
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