-24.7%
TMUS vs TSN
-2.3%
-22.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.3% |
| 7D | -5.8% | +1.4% | -7.1% | -6.0% |
| 30D | -0.2% | -6.2% | +5.9% | +0.6% |
| 3M | -4.0% | -5.7% | +1.7% | -3.0% |
| 6M | -18.1% | -11.4% | -6.8% | -16.8% |
| YTD | -11.3% | -8.2% | -3.2% | -10.8% |
| 1Y | -24.7% | -2.0% | -22.7% | -26.3% |
| All | -24.7% | -2.3% | -22.4% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling