+239.9%
TMUS vs TSN
+15.3%
+224.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.4% |
| 7D | +6.5% | -1.4% | +7.9% | +6.9% |
| 30D | +11.3% | +10.2% | +1.1% | +8.8% |
| 3M | -2.9% | +7.2% | -10.1% | -4.6% |
| 6M | -10.5% | -10.6% | +0.1% | -8.4% |
| YTD | -14.4% | +3.7% | -18.1% | -15.7% |
| 1Y | -17.9% | +13.5% | -31.4% | -21.0% |
| 3Y | +21.9% | +40.1% | -18.2% | +10.5% |
| 5Y | +52.1% | -14.5% | +66.6% | +54.2% |
| All | +239.9% | +15.3% | +224.6% | +206.1% |
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