-49.1%
TSLL vs TMUS
+22.9%
-72.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.6% |
| 7D | +17.8% | +4.9% | +12.9% | +17.2% |
| 30D | +8.2% | +7.7% | +0.5% | +7.3% |
| 3M | +20.9% | -6.8% | +27.7% | +22.3% |
| 6M | -37.5% | -9.7% | -27.8% | -35.8% |
| YTD | -44.5% | -15.0% | -29.6% | -42.8% |
| 1Y | -33.0% | -19.1% | -13.8% | -30.1% |
| 3Y | -6.4% | +21.4% | -27.8% | -27.4% |
| All | -49.1% | +22.9% | -72.0% | -60.0% |
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