+41.0%
TMUS vs TSEM
+273.4%
-232.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.8% | -4.0% | +1.1% |
| 7D | +3.6% | -17.5% | +21.1% | +2.6% |
| 30D | -3.4% | -44.7% | +41.3% | -5.7% |
| 3M | -9.5% | -38.9% | +29.4% | -11.1% |
| 6M | -15.2% | -36.7% | +21.5% | -16.6% |
| YTD | -18.9% | +17.0% | -35.9% | -20.5% |
| 1Y | -17.7% | +62.8% | -80.5% | -20.2% |
| 3Y | +15.6% | +471.3% | -455.7% | +3.4% |
| All | +41.0% | +273.4% | -232.4% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling