+42.0%
TMUS vs TSEM
+657.0%
-615.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +7.8% | -11.3% | -3.2% |
| 7D | +0.1% | +6.9% | -6.8% | +0.3% |
| 30D | +5.3% | +5.3% | -0.1% | +5.5% |
| 3M | +3.1% | -14.9% | +18.0% | +3.1% |
| 6M | -16.5% | +80.0% | -96.5% | -16.5% |
| YTD | -9.2% | +89.4% | -98.5% | -9.5% |
| 1Y | -26.5% | +253.1% | -279.6% | -28.5% |
| 3Y | +39.0% | +642.1% | -603.1% | +27.8% |
| All | +42.0% | +657.0% | -615.1% | +27.7% |
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