+239.9%
TMUS vs TSEM
+873.2%
-633.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.6% |
| 7D | +6.5% | +20.5% | -14.0% | +5.5% |
| 30D | +11.3% | -29.0% | +40.2% | +13.0% |
| 3M | -2.9% | -39.4% | +36.5% | -0.7% |
| 6M | -10.5% | -28.5% | +18.0% | -11.3% |
| YTD | -14.4% | +34.4% | -48.9% | -22.2% |
| 1Y | -17.9% | +48.3% | -66.2% | -26.5% |
| 3Y | +21.9% | +543.5% | -521.7% | -17.0% |
| 5Y | +52.1% | +331.4% | -279.3% | +9.3% |
| All | +239.9% | +873.2% | -633.3% | +79.2% |
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