+43.0%
TMUS vs TSN
-20.8%
+63.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | -0.3% | -5.0% | +4.8% | +0.8% |
| 30D | +3.1% | -9.1% | +12.2% | +5.1% |
| 3M | +2.4% | -7.4% | +9.8% | +4.0% |
| 6M | -17.1% | -13.4% | -3.7% | -14.8% |
| YTD | -9.1% | -8.5% | -0.6% | -7.9% |
| 1Y | -23.6% | -3.2% | -20.4% | -23.8% |
| 3Y | +38.8% | +11.5% | +27.4% | +33.7% |
| 5Y | +43.0% | -19.5% | +62.5% | +47.0% |
| All | +43.0% | -20.8% | +63.8% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling