+20.8%
TMUS vs TPR
+401.1%
-380.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.7% | +4.1% |
| 7D | +5.3% | +12.7% | -7.3% | +5.2% |
| 30D | +13.5% | +17.1% | -3.5% | +13.3% |
| 3M | -4.2% | -15.9% | +11.6% | -4.4% |
| 6M | -11.9% | +2.6% | -14.5% | -12.1% |
| YTD | -15.6% | +7.5% | -23.1% | -16.0% |
| 1Y | -16.8% | +32.9% | -49.7% | -17.6% |
| 3Y | +20.8% | +413.8% | -393.0% | +21.6% |
| All | +20.8% | +401.1% | -380.3% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling