+234.7%
TMUS vs TSEM
+879.4%
-644.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.9% | -6.7% | +3.6% |
| 7D | +5.3% | -2.0% | +7.3% | +5.3% |
| 30D | +13.5% | -33.4% | +47.0% | +15.7% |
| 3M | -4.2% | -39.7% | +35.4% | -2.1% |
| 6M | -11.9% | -27.8% | +15.9% | -12.9% |
| YTD | -15.6% | +29.7% | -45.3% | -23.1% |
| 1Y | -16.8% | +81.1% | -97.9% | -27.9% |
| 3Y | +20.8% | +529.3% | -508.5% | -17.8% |
| 5Y | +48.0% | +315.0% | -266.9% | +6.6% |
| 10Y | +234.7% | +865.7% | -631.0% | +75.5% |
| All | +234.7% | +879.4% | -644.6% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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