+52.8%
TMUS vs TPR
+238.0%
-185.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.0% |
| 7D | +8.2% | +6.4% | +1.8% | +7.6% |
| 30D | +13.4% | +13.8% | -0.4% | +12.1% |
| 3M | -3.0% | -16.6% | +13.6% | -1.9% |
| 6M | -8.8% | +0.7% | -9.4% | -9.3% |
| YTD | -13.8% | +5.3% | -19.2% | -15.1% |
| 1Y | -17.1% | +32.4% | -49.4% | -20.3% |
| 3Y | +22.7% | +406.4% | -383.7% | -4.7% |
| 5Y | +52.8% | +227.9% | -175.1% | +29.7% |
| All | +52.8% | +238.0% | -185.2% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling