+320.5%
TMUS vs TSN
+256.1%
+64.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.3% |
| 7D | +0.1% | -6.3% | +6.4% | +2.0% |
| 30D | +5.3% | -10.8% | +16.1% | +8.8% |
| 3M | +3.1% | -8.8% | +11.9% | +5.8% |
| 6M | -16.5% | -16.8% | +0.4% | -12.2% |
| YTD | -9.2% | -10.0% | +0.8% | -7.0% |
| 1Y | -26.5% | -5.3% | -21.2% | -26.1% |
| 3Y | +39.0% | +8.5% | +30.5% | +32.4% |
| 5Y | +40.4% | -22.9% | +63.3% | +46.0% |
| 10Y | +303.7% | -12.6% | +316.3% | +278.1% |
| All | +320.5% | +256.1% | +64.4% | +103.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling