+240.8%
TMUS vs TPR
+386.9%
-146.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | +9.5% | +12.1% | -2.6% | +7.9% |
| 30D | +13.8% | +16.7% | -2.9% | +11.6% |
| 3M | -4.6% | -17.4% | +12.8% | -2.7% |
| 6M | -11.7% | +2.3% | -14.0% | -12.4% |
| YTD | -15.4% | +7.1% | -22.5% | -17.2% |
| 1Y | -16.1% | +29.5% | -45.6% | -20.1% |
| 3Y | +20.5% | +415.0% | -394.6% | -8.9% |
| 5Y | +48.7% | +261.5% | -212.7% | +15.9% |
| 10Y | +240.8% | +383.3% | -142.5% | +137.3% |
| All | +240.8% | +386.9% | -146.1% | +137.3% |
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