+15.6%
TMUS vs TSEM
+468.0%
-452.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.8% | -4.0% | +1.3% |
| 7D | +3.6% | -17.5% | +21.1% | +2.0% |
| 30D | -3.4% | -44.7% | +41.3% | -7.4% |
| 3M | -9.5% | -38.9% | +29.4% | -12.2% |
| 6M | -15.2% | -36.7% | +21.5% | -17.1% |
| YTD | -18.9% | +17.0% | -35.9% | -18.7% |
| 1Y | -17.7% | +62.8% | -80.5% | -17.2% |
| 3Y | +15.6% | +471.3% | -455.7% | +15.3% |
| All | +15.6% | +468.0% | -452.3% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling