+304.4%
TMUS vs TPR
+321.0%
-16.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +0.1% | -2.3% | +2.4% | +0.4% |
| 30D | +5.3% | -23.0% | +28.2% | +8.4% |
| 3M | +3.1% | -12.5% | +15.6% | +4.5% |
| 6M | -16.5% | -21.4% | +5.0% | -14.5% |
| YTD | -9.2% | -3.5% | -5.6% | -9.8% |
| 1Y | -26.5% | +17.4% | -43.8% | -29.2% |
| 3Y | +39.0% | +291.3% | -252.2% | +9.1% |
| 5Y | +40.4% | +241.9% | -201.5% | +9.6% |
| All | +304.4% | +321.0% | -16.6% | +179.3% |
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