+37.3%
TMUS vs TSLQ
-97.2%
+134.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.1% |
| 7D | -5.8% | +5.7% | -11.5% | -5.7% |
| 30D | -0.2% | -21.1% | +20.9% | -0.4% |
| 3M | -4.0% | -11.5% | +7.5% | -3.9% |
| 6M | -18.1% | -14.9% | -3.2% | -18.0% |
| YTD | -11.3% | +2.4% | -13.8% | -11.1% |
| 1Y | -24.7% | -49.8% | +25.0% | -25.1% |
| 3Y | +35.4% | -95.8% | +131.2% | +29.1% |
| All | +37.3% | -97.2% | +134.5% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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