+74.1%
TMUS vs TPG
+74.1%
0.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.8% |
| 7D | +0.4% | -9.4% | +9.9% | +1.3% |
| 30D | +3.5% | -5.3% | +8.8% | +4.0% |
| 3M | -1.3% | +12.9% | -14.2% | -2.4% |
| 6M | -13.6% | +20.1% | -33.7% | -15.2% |
| YTD | -8.8% | -22.5% | +13.7% | -6.7% |
| 1Y | -22.9% | -19.7% | -3.2% | -21.6% |
| 3Y | +36.7% | +81.2% | -44.5% | +19.9% |
| All | +74.1% | +74.1% | 0.0% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 10y: compounded portfolio wealth divided by compounded TPG 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…
10y analysis · Full analysis span regression · 6 months rolling