+15.6%
TMUS vs TPR
+407.4%
-391.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | +3.6% | +14.2% | -10.6% | +3.4% |
| 30D | -3.4% | +17.1% | -20.5% | -3.6% |
| 3M | -9.5% | -17.7% | +8.3% | -9.6% |
| 6M | -15.2% | -10.2% | -5.0% | -15.4% |
| YTD | -18.9% | +4.9% | -23.8% | -19.3% |
| 1Y | -17.7% | +36.1% | -53.8% | -18.6% |
| 3Y | +15.6% | +416.5% | -400.8% | +16.0% |
| All | +15.6% | +407.4% | -391.8% | +16.0% |
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