+317.8%
TMUS vs TSN
-9.4%
+327.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | -5.3% | -7.3% | +2.0% | -3.7% |
| 30D | +0.1% | -8.6% | +8.7% | +2.1% |
| 3M | -0.6% | -7.5% | +6.9% | +1.1% |
| 6M | -17.5% | -14.1% | -3.4% | -14.9% |
| YTD | -11.3% | -9.4% | -1.8% | -9.7% |
| 1Y | -25.4% | -4.1% | -21.3% | -25.3% |
| 3Y | +35.5% | +10.3% | +25.2% | +30.1% |
| 5Y | +41.9% | -19.7% | +61.6% | +45.8% |
| 10Y | +317.8% | -7.0% | +324.8% | +290.1% |
| All | +317.8% | -9.4% | +327.3% | +290.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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