+239.9%
TMUS vs TPR
+365.1%
-125.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | +6.5% | -1.1% | +7.6% | +6.7% |
| 30D | +11.3% | +15.1% | -3.8% | +9.3% |
| 3M | -2.9% | -13.4% | +10.5% | -1.5% |
| 6M | -10.5% | +1.4% | -11.9% | -11.2% |
| YTD | -14.4% | +4.8% | -19.2% | -16.0% |
| 1Y | -17.9% | +29.2% | -47.1% | -21.7% |
| 3Y | +21.9% | +403.7% | -381.8% | -7.6% |
| 5Y | +52.1% | +230.8% | -178.7% | +20.2% |
| All | +239.9% | +365.1% | -125.1% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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