-60.3%
TSLL vs TMUS
+16.1%
-76.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.9% | -22.8% | -22.0% |
| 7D | -28.9% | +9.0% | -37.9% | -29.6% |
| 30D | -21.4% | -3.2% | -18.2% | -21.4% |
| 3M | +5.0% | -6.9% | +11.9% | +5.8% |
| 6M | -36.6% | -16.4% | -20.1% | -34.3% |
| YTD | -56.6% | -19.6% | -37.0% | -55.1% |
| 1Y | -60.9% | -19.9% | -41.0% | -59.5% |
| 3Y | -25.2% | +14.5% | -39.7% | -41.6% |
| All | -60.3% | +16.1% | -76.4% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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