+69.2%
TMUS vs TPG
+71.4%
-2.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.3% |
| 7D | -5.8% | -11.8% | +6.1% | -4.7% |
| 30D | -0.2% | -6.3% | +6.0% | +0.3% |
| 3M | -4.0% | +13.6% | -17.5% | -5.1% |
| 6M | -18.1% | +13.8% | -31.9% | -19.2% |
| YTD | -11.3% | -23.7% | +12.4% | -9.2% |
| 1Y | -24.7% | -18.2% | -6.6% | -23.7% |
| 3Y | +35.4% | +80.1% | -44.8% | +18.7% |
| All | +69.2% | +71.4% | -2.2% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling