+309.1%
TMUS vs USFR
+28.1%
+281.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | +0.1% | -0.3% | -0.3% |
| 30D | +3.1% | +0.3% | +2.8% | +2.9% |
| 3M | +2.4% | +1.0% | +1.4% | +1.8% |
| 6M | -17.1% | +1.9% | -19.0% | -18.0% |
| YTD | -9.1% | +2.7% | -11.7% | -10.5% |
| 1Y | -23.6% | +4.0% | -27.6% | -25.4% |
| 3Y | +38.8% | +14.0% | +24.8% | +29.2% |
| 5Y | +43.0% | +20.4% | +22.5% | +27.9% |
| 10Y | +309.1% | +28.1% | +281.0% | +238.5% |
| All | +309.1% | +28.1% | +281.0% | +238.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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