+903.6%
TMUS vs TNA
+1,004.3%
-100.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.6% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +5.3% | -4.9% | +10.2% | +6.2% |
| 3M | +3.1% | +0.4% | +2.8% | +2.2% |
| 6M | -16.5% | +32.5% | -49.0% | -23.2% |
| YTD | -9.2% | +53.7% | -62.9% | -19.8% |
| 1Y | -26.5% | +65.1% | -91.6% | -37.1% |
| 3Y | +39.0% | +98.4% | -59.4% | +1.8% |
| 5Y | +40.4% | -22.5% | +62.9% | +15.3% |
| 10Y | +303.7% | +82.5% | +221.2% | +94.5% |
| All | +903.6% | +1,004.3% | -100.8% | +81.1% |
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