+15.6%
TMUS vs TSN
+42.3%
-26.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +3.6% | +4.6% | -1.1% | +2.6% |
| 30D | -3.4% | +15.4% | -18.8% | -6.1% |
| 3M | -9.5% | +2.9% | -12.4% | -10.1% |
| 6M | -15.2% | -10.8% | -4.4% | -13.8% |
| YTD | -18.9% | +4.5% | -23.4% | -20.2% |
| 1Y | -17.7% | +19.5% | -37.2% | -21.7% |
| 3Y | +15.6% | +42.2% | -26.6% | +11.9% |
| All | +15.6% | +42.3% | -26.7% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling